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~person:"Bollerslev, Tim"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
26
Kapitaleinkommen
26
Volatility
25
Volatilität
25
Estimation
18
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18
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12
Share price
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Aufsatz in Zeitschrift
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Bollerslev, Tim
Gupta, Rangan
122
Zaremba, Adam
94
McMillan, David G.
68
Narayan, Paresh Kumar
60
Wohar, Mark E.
58
Faff, Robert W.
47
Bouri, Elie
44
Bali, Turan G.
43
Cakici, Nusret
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41
Tiwari, Aviral Kumar
38
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37
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35
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34
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34
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34
Titman, Sheridan
34
Zhou, Guofu
34
Caporale, Guglielmo Maria
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Timmermann, Allan
31
Subrahmanyam, Avanidhar
30
Guidolin, Massimo
29
Gil-Alaña, Luis A.
28
Hammoudeh, Shawkat
28
Wei, K. C. John
28
Xuan Vinh Vo
28
Auer, Benjamin R.
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Balcilar, Mehmet
26
Harvey, Campbell R.
26
Ryu, Doojin
26
Zhang, Yaojie
26
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25
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Journal of econometrics
8
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5
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2
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2
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ECONIS (ZBW)
27
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11
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:
12
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
13
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:
14
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
15
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
16
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
17
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:
18
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
19
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
20
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
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