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~subject:"Theorie"
~person:"Bollerslev, Tim"
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Theorie
USA
60
United States
57
Volatility
35
Volatilität
35
Schätzung
31
Estimation
30
Theory
29
Capital income
17
Kapitaleinkommen
17
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15
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15
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15
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14
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14
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12
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Bollerslev, Tim
Heckman, James J.
79
Acemoglu, Daron
59
Mankiw, Nicholas Gregory
54
Christiano, Lawrence J.
50
Fabozzi, Frank J.
50
Diebold, Francis X.
46
Hall, Robert Ernest
46
Glaeser, Edward L.
44
Caporale, Guglielmo Maria
42
Greenwood, Jeremy
41
Hautsch, Nikolaus
41
Caballero, Ricardo J.
38
Mishkin, Frederic S.
38
Cutler, David M.
36
Eichenbaum, Martin S.
35
Reis, Ricardo
35
Basu, Susanto
34
MacDonald, Ronald
34
Stock, James H.
34
Gil-Alaña, Luis A.
33
McGrattan, Ellen R.
33
Artus, Patrick
32
Kehoe, Patrick J.
32
Timmermann, Allan
32
Auerbach, Alan J.
31
Audretsch, David B.
30
Blinder, Alan S.
30
Hubbard, R. Glenn
30
Lo, Andrew W.
30
Mulligan, Casey B.
30
Campbell, John Y.
29
Engle, Robert F.
29
Jorgenson, Dale Weldeau
29
Rudebusch, Glenn D.
29
Guner, Nezih
28
Krueger, Dirk
28
Lansing, Kevin J.
28
Laporte, Gilbert
28
Snower, Dennis J.
28
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National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
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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
CREATES research paper
2
The review of economics and statistics
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
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:
6
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:
7
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:
8
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
9
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
10
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:
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