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~person:"Bollerslev, Tim"
~subject:"USA"
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USA
Schätzung
69
Estimation
68
Volatility
46
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37
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Bollerslev, Tim
Caporale, Guglielmo Maria
124
Gupta, Rangan
92
Gil-Alaña, Luis A.
80
Heckman, James J.
71
Burkhauser, Richard V.
68
Hamermesh, Daniel S.
67
Schettkat, Ronald
48
Karanassou, Marika
44
Belke, Ansgar
40
Hautsch, Nikolaus
37
Bahmani-Oskooee, Mohsen
36
Koopman, Siem Jan
36
Miller, Stephen M.
36
Bloom, Nicholas
35
Diebold, Francis X.
35
Gil-Alana, Luis A.
35
Pesaran, M. Hashem
35
Neumark, David
34
Basu, Susanto
33
Eickmeier, Sandra
33
McAleer, Michael
33
Balcilar, Mehmet
32
Glaeser, Edward L.
32
Kilian, Lutz
32
Malley, James R.
32
Nunnenkamp, Peter
31
Stulz, René M.
31
Cheung, Yin-Wong
30
Haltiwanger, John C.
30
Mazumder, Bhashkar
30
Sarno, Lucio
30
Smeeding, Timothy M.
30
Snower, Dennis J.
30
Welfens, Paul J. J.
30
Wohar, Mark E.
30
Marcellino, Massimiliano
29
Moretti, Enrico
29
Timmermann, Allan
29
Buch, Claudia M.
28
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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3
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2
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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EconStor
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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:
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
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:
4
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
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
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:
7
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:
8
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:
9
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:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
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