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:"Geldpolitik"
~subject:"Kapitaleinkommen"
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
Interethnic Marriages and Econ...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Kapitaleinkommen
Schätzung
69
Estimation
68
Volatility
61
Volatilität
61
USA
58
United States
57
Capital income
40
Theorie
36
Theory
36
Börsenkurs
27
Forecasting model
27
Prognoseverfahren
27
Share price
27
Risikoprämie
26
Risk premium
26
Time series analysis
19
Zeitreihenanalyse
19
Deutschland
18
Germany
18
ARCH-Modell
13
ARCH model
12
Beta risk
12
Betafaktor
12
Impact assessment
12
Wirkungsanalyse
12
Ankündigungseffekt
11
Announcement effect
11
Exchange rate
11
Portfolio-Management
11
Statistical distribution
11
Statistische Verteilung
11
Wechselkurs
11
Deutsche Mark
10
Großbritannien
10
Japan
10
Portfolio selection
10
United Kingdom
10
Financial market
9
Finanzmarkt
9
more ...
less ...
Online availability
All
Free
17
Undetermined
10
Type of publication
All
Article
20
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
40
Author
All
Bollerslev, Tim
Gupta, Rangan
122
Bordo, Michael D.
90
Belke, Ansgar
84
Orphanides, Athanasios
84
Zaremba, Adam
69
Siklos, Pierre L.
68
Williams, John C.
63
Caporale, Guglielmo Maria
61
Hayo, Bernd
61
Mishkin, Frederic S.
61
Taylor, John B.
58
Leeper, Eric M.
56
Wohar, Mark E.
56
Campbell, John Y.
55
Castelnuovo, Efrem
54
Pierdzioch, Christian
53
Friedman, Benjamin M.
51
McMillan, David G.
50
Bernanke, Ben
49
Bohl, Martin T.
47
Christiano, Lawrence J.
46
Friedman, Milton
44
Ehrmann, Michael
43
Meltzer, Allan H.
43
Wheelock, David C.
43
Poole, William
42
Timmermann, Allan
42
Levin, Andrew T.
39
Fratzscher, Marcel
38
Pesaran, M. Hashem
38
Schrimpf, Andreas
38
Smets, Frank
38
Bali, Turan G.
37
Gertler, Mark
36
Goodfriend, Marvin
36
Zha, Tao
36
Cecchetti, Stephen G.
34
Diebold, Francis X.
34
Gil-Alaña, Luis A.
34
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Rodney L. White Center for Financial Research
1
Published in...
All
CREATES research paper
5
Journal of econometrics
5
Journal of financial economics
5
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
NBER Working Paper
2
NBER working paper series
2
CREATES Research Paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
4
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
7
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:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
