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~person:"Bollerslev, Tim"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossary included"
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Prognoseverfahren
Volatility
33
Volatilität
33
Estimation
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Bollerslev, Tim
Gupta, Rangan
98
Pierdzioch, Christian
37
Ma, Feng
36
Baghestani, Hamid
28
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
24
Zhang, Yaojie
24
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21
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19
Narayan, Paresh Kumar
19
Salisu, Afees A.
18
Haberman, Steven
16
Shi, Yanlin
16
Swanson, Norman R.
16
Nonejad, Nima
15
Clements, Michael P.
14
Marcellino, Massimiliano
14
Stekler, Herman O.
14
Timmermann, Allan
14
Irwin, Scott H.
13
Wei, Yu
13
Diebold, Francis X.
12
Franses, Philip Hans
12
Kumar, Dilip
12
Moosa, Imad A.
12
Siliverstovs, Boriss
12
Demirer, Rıza
11
Ghysels, Eric
11
Guidolin, Massimo
11
McAleer, Michael
11
Rossi, Barbara
11
Shang, Han Lin
11
Croushore, Dean Darrell
10
Lesage, James P.
10
Li, Jackie
10
Rapach, David E.
10
Westerlund, Joakim
10
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Journal of econometrics
4
Journal of financial economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of financial and quantitative analysis : JFQA
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
4
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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