//--> //--> //--> //-->
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:"Estimation"
~subject:"United Kingdom"
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
Automobile fuel economy
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
United Kingdom
USA
57
United States
57
Volatility
28
Volatilität
28
Schätzung
25
Theorie
22
Theory
22
Deutschland
14
Germany
14
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Prognoseverfahren
11
Risikoprämie
11
Risk premium
11
Ankündigungseffekt
9
Announcement effect
9
Börsenkurs
9
Exchange rate
9
Share price
9
Wechselkurs
9
Devisenmarkt
8
Foreign exchange market
8
Großbritannien
8
Impact assessment
8
Wirkungsanalyse
8
ARCH model
7
ARCH-Modell
7
Aktienmarkt
7
Financial market
7
Finanzmarkt
7
Portfolio selection
7
Portfolio-Management
7
Stock market
7
Beta risk
6
Betafaktor
6
Japan
6
Time series analysis
6
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
17
Article
13
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
16
Non-commercial literature
16
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
30
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
106
Gupta, Rangan
92
Gil-Alaña, Luis A.
91
Heckman, James J.
65
Blundell, Richard W.
62
Smith, James P.
47
Banks, James
45
Hamermesh, Daniel S.
44
Pesaran, M. Hashem
43
McAleer, Michael
40
Van Reenen, John
40
Bahmani-Oskooee, Mohsen
38
Belke, Ansgar
37
Bloom, Nicholas
37
Basu, Susanto
36
Glaeser, Edward L.
36
Miller, Stephen M.
36
Frondel, Manuel
34
Koopman, Siem Jan
34
Blanchflower, David G.
33
Diebold, Francis X.
33
Bordo, Michael D.
32
Wohar, Mark E.
32
Karanassou, Marika
31
Malley, James R.
31
Campbell, John Y.
30
Kilian, Lutz
30
Neumark, David
30
Balcilar, Mehmet
29
Galí, Jordi
29
Oswald, Andrew J.
29
Marcellino, Massimiliano
28
Moretti, Enrico
28
Stulz, René M.
28
Haltiwanger, John C.
27
Sarno, Lucio
27
Walker, Reed
27
Attanasio, Orazio P.
26
Chinn, Menzie David
26
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Université de Montréal / Département de sciences économiques
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and economics discussion series
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
CREATES research paper
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Financial Institutions Center
2
Working papers / Rodney L. White Center for Financial Research
2
American Economic Review papers and proceedings
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
ERID working paper
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
The American economic review
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
4
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:
5
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
6
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:
7
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
8
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
9
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->