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~subject:"Volatilität"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
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Volatilität
Market microstructure
4
Marktmikrostruktur
4
Volatility
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Estimation
3
High-frequency data
3
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3
Time series analysis
3
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Bollerslev, Tim
Li, Yingying
6
Mykland, Per A.
5
Liu, Zhi
4
Potiron, Yoann
4
Andersen, Torben
3
Ben Ammar, Imen
3
Cartea, Álvaro
3
Chen, Jing
3
Christensen, Kim
3
Clinet, Simon
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Hautsch, Nikolaus
3
Hellara, Slaheddine
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Hounyo, Ulrich
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Inci, Ahmet Can
3
Kitamura, Yoshihiro
3
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3
Nolte, Ingmar
3
Obižaeva, Anna
3
Rosenbaum, Mathieu
3
Ryu, Doojin
3
Sensoy, Ahmet
3
Yang, Heejin
3
Zhang, Lan
3
Zheng, Xinghua
3
Anifowose Daniel Abolaji
2
Archakov, Ilya
2
Arjoon, Vaalmikki
2
Aït-Sahalia, Yacine
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Bibinger, Markus
2
Buccheri, Giuseppe
2
Gradojevic, Nikola
2
Hwang, Eunju
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Izlin Ismail
2
Jacod, Jean
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Jiang, George J.
2
Jondeau, Eric
2
Lahaye, Jérôme
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Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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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:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
4
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:
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