//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Peer pressure
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Theorie
107
Theory
106
Volatilität
76
Volatility
75
Capital income
49
Kapitaleinkommen
49
Prognoseverfahren
39
Forecasting model
38
Estimation
28
Schätzung
28
Time series analysis
25
Zeitreihenanalyse
25
USA
22
United States
22
Share price
18
Risikoprämie
17
Risk premium
17
ARCH-Modell
15
Exchange rate
15
Wechselkurs
15
ARCH model
14
Deutsche Mark
14
Statistical distribution
14
Statistische Verteilung
14
Deutschland
12
Devisenmarkt
12
Estimation theory
12
Foreign exchange market
12
Germany
12
Japan
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Schätztheorie
12
Welt
10
World
10
Modellierung
9
Scientific modelling
9
US dollar
9
US-Dollar
9
more ...
less ...
Online availability
All
Free
11
Undetermined
1
Type of publication
All
Book / Working Paper
14
Article
4
Type of publication (narrower categories)
All
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Article in journal
4
Aufsatz in Zeitschrift
4
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
18
Author
All
Bollerslev, Tim
Lux, Thomas
59
Hautsch, Nikolaus
53
Caporale, Guglielmo Maria
36
Campbell, John Y.
34
Dow, James
32
Foucault, Thierry
29
Härdle, Wolfgang
29
Gupta, Rangan
26
Timmermann, Allan
26
Veronesi, Pietro
26
Gorton, Gary
25
Lo, Andrew W.
25
Westerhoff, Frank H.
25
Jarrow, Robert A.
24
Subrahmanyam, Avanidhar
24
Weber, Michael
24
Grammig, Joachim
23
Chiarella, Carl
22
Shleifer, Andrei
22
Bansal, Ravi
21
He, Xue-zhong
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Gil-Alaña, Luis A.
20
Alfarano, Simone
19
Jovanovic, Boyan
19
Vayanos, Dimitri
19
Abel, Andrew B.
18
Engle, Robert F.
18
Hess, Dieter
18
Lüders, Erik
18
Pesaran, M. Hashem
18
Shiller, Robert J.
18
Sornette, Didier
18
Hong, Harrison G.
17
Pierdzioch, Christian
17
Platen, Eckhard
17
Stein, Jeremy C.
17
more ...
less ...
Institution
All
National Bureau of Economic Research
1
The Wharton Financial Institutions Center
1
Published in...
All
CFS working paper series
2
CREATES research paper
2
ERID working paper
1
Finance and economics discussion series
1
Financial Institutions Center
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
NBER Working Paper
1
NBER reporter online
1
NBER working paper series
1
The journal of finance : the journal of the American Finance Association
1
Working paper
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
3
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
6
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
7
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
8
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->