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~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Capital income
Volatility
55
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55
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43
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30
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30
USA
28
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28
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Bollerslev, Tim
Gupta, Rangan
120
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
46
Bouri, Elie
44
Bali, Turan G.
41
Cakici, Nusret
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Demirer, Rıza
35
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35
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Caporale, Guglielmo Maria
31
Timmermann, Allan
31
Fabozzi, Frank J.
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Harvey, Campbell R.
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Wei, K. C. John
27
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26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Balcilar, Mehmet
25
Satchell, Stephen
25
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25
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Journal of econometrics
8
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
2
The review of economics and statistics
2
Economics letters
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International economic review
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NBER reporter online
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ECONIS (ZBW)
26
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26
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
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