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~person:"Bollerslev, Tim"
~subject:"Deutschland"
~subject:"Share price"
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Deutschland
Share price
Theorie
107
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106
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76
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75
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49
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49
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39
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Bollerslev, Tim
Bruhn, Manfred
72
Hautsch, Nikolaus
58
Härdle, Wolfgang
56
Lux, Thomas
55
Meffert, Heribert
53
Caporale, Guglielmo Maria
51
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48
Dustmann, Christian
48
Berthold, Norbert
46
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44
Ahlert, Dieter
41
Breyer, Friedrich
40
Franz, Wolfgang
40
Weber, Jürgen
40
Kaiser, Ulrich
39
Kruse, Jörn
36
Huber, Frank
34
Büttner, Thiess
33
Campbell, John Y.
33
Wagner, Joachim
33
Baetge, Jörg
32
Dow, James
32
Homburg, Christian
32
Bekaert, Geert
31
Pepels, Werner
31
Snower, Dennis J.
31
Foucault, Thierry
29
Grammig, Joachim
29
Smolny, Werner
29
Funke, Michael
28
Uhlendorff, Arne
28
Gupta, Rangan
27
Siebert, Horst
27
Swoboda, Bernhard
27
Wagner, Gert G.
27
Backhaus, Klaus
26
Lo, Andrew W.
26
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2
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ECONIS (ZBW)
26
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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
3
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:
4
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:
5
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:
6
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:
7
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
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
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:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
1
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