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~person:"Bollerslev, Tim"
~subject:"Theory"
~type_genre:"Article in journal"
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Theory
USA
25
United States
25
Theorie
16
Volatility
15
Volatilität
15
Estimation
13
Schätzung
13
Deutsche Mark
8
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8
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8
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6
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6
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6
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6
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6
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6
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5
Forecasting model
5
Foreign exchange market
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Prognoseverfahren
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5
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Article
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Article in journal
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16
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9
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English
16
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Bollerslev, Tim
Heckman, James J.
27
Chavas, Jean-Paul
21
MacDonald, Ronald
19
Christiano, Lawrence J.
17
Uri, Noel Dean
17
Acemoglu, Daron
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Diebold, Francis X.
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Eichenbaum, Martin S.
14
Gupta, Rangan
14
Lo, Andrew W.
14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Caballero, Ricardo J.
13
Cheng, T. C. E.
13
Cooper, Russell W.
13
Engle, Robert F.
13
Franses, Philip Hans
13
Serletis, Apostolos
13
Stein, Jeremy C.
13
Auerbach, Alan J.
12
Caporale, Guglielmo Maria
12
Kumbhakar, Subal
12
Lesage, James P.
12
Longstaff, Francis A.
12
Taylor, Mark P.
12
Wohar, Mark E.
12
Woodford, Michael
12
Beaudry, Paul
11
Campbell, John Y.
11
Cebula, Richard J.
11
Fleissig, Adrian R.
11
Gil-Alaña, Luis A.
11
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The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
2
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
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ECONIS (ZBW)
16
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16
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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
4
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
5
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
6
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
7
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
10
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
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