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~person:"Bollerslev, Tim"
~subject:"Estimation"
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Growing Wealth with Fixed-Mix...
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Estimation
Volatilität
145
Volatility
144
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77
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76
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71
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71
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47
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Bollerslev, Tim
McAleer, Michael
87
Gupta, Rangan
81
Caporale, Guglielmo Maria
64
Pierdzioch, Christian
53
Belke, Ansgar
37
Hautsch, Nikolaus
34
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
31
Bouri, Elie
30
Härdle, Wolfgang
30
Buch, Claudia M.
29
Asai, Manabu
28
Caporin, Massimiliano
28
Engle, Robert F.
28
Döpke, Jörg
27
Herwartz, Helmut
26
Chang, Chia-Lin
25
Ma, Feng
25
Koopman, Siem Jan
24
Lettau, Martin
24
Prokopczuk, Marcel
24
Wohar, Mark E.
24
Bali, Turan G.
23
Andersen, Torben
22
Rodriguez, Gabriel
22
Balcilar, Mehmet
21
Kumar, Dilip
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Pesaran, M. Hashem
20
Allen, David E.
19
Kelly, Bryan T.
19
Westermann, Frank
19
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Spagnolo, Nicola
18
Aghion, Philippe
17
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5
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4
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ECONIS (ZBW)
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1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
8
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:
9
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
10
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:
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