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~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Capital income
Prognoseverfahren
Volatility
51
Volatilität
51
Theorie
40
Theory
40
Estimation
29
Schätzung
29
Kapitaleinkommen
26
USA
25
United States
25
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20
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17
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Bollerslev, Tim
Gupta, Rangan
241
Zaremba, Adam
96
Ma, Feng
95
Pierdzioch, Christian
90
McMillan, David G.
83
Timmermann, Allan
71
Wohar, Mark E.
71
Clements, Michael P.
70
Franses, Philip Hans
70
Narayan, Paresh Kumar
66
Wang, Yudong
61
Baghestani, Hamid
58
Fildes, Robert
57
Zhang, Yaojie
57
Bouri, Elie
55
Marcellino, Massimiliano
53
Demirer, Rıza
51
Faff, Robert W.
50
Stekler, Herman O.
46
Balcilar, Mehmet
44
Diebold, Francis X.
43
Tiwari, Aviral Kumar
43
Bali, Turan G.
42
Cakici, Nusret
42
Petropoulos, Fotios
42
Salisu, Afees A.
42
Goodwin, Paul
40
Liang, Chao
40
Moosa, Imad A.
40
Nikolopoulos, Konstantinos
39
Wang, Shouyang
39
Ruelke, Jan-Christoph
38
Satchell, Stephen
38
Song, Haiyan
38
Taylor, James W.
38
Zhang, Wei
38
Brooks, Robert
37
Fabozzi, Frank J.
37
Guidolin, Massimo
37
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Journal of econometrics
13
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
3
International economic review
2
The review of economics and statistics
2
The review of financial studies
2
Economics letters
1
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1
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1
Journal of financial econometrics
1
Journal of time series econometrics
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
37
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1
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37
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
3
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
4
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
5
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
9
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
10
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
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