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:"United States"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatility
51
Volatilität
51
Capital income
25
Estimation
25
Kapitaleinkommen
25
Schätzung
25
Theorie
23
Theory
23
USA
18
Börsenkurs
16
Forecasting model
16
Prognoseverfahren
16
Share price
16
Time series analysis
12
Zeitreihenanalyse
12
High-frequency data
9
Risikoprämie
9
Risk premium
9
Exchange rate
7
Stochastic process
7
Stochastischer Prozess
7
Wechselkurs
7
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Ankündigungseffekt
6
Announcement effect
6
CAPM
6
Deutschland
6
Estimation theory
6
Germany
6
Schätztheorie
6
Stock market
6
Market microstructure
5
Marktmikrostruktur
5
Risiko
5
Risk
5
Statistical distribution
5
Statistische Verteilung
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
20
Working Paper
20
Aufsatz in Zeitschrift
18
Graue Literatur
18
Non-commercial literature
18
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
18
Author
All
Bollerslev, Tim
Bahmani-Oskooee, Mohsen
58
Gupta, Rangan
45
Gil-Alaña, Luis A.
25
Caporale, Guglielmo Maria
23
Burkhauser, Richard V.
22
Neumark, David
21
Schettkat, Ronald
20
Freeman, Richard B.
18
Hammoudeh, Shawkat
18
Hegerty, Scott W.
18
Apergēs, Nikolaos
17
Bali, Turan G.
17
Wohar, Mark E.
16
MacDonald, Ronald
15
Haltiwanger, John C.
14
Hamori, Shigeyuki
14
Andersen, Torben
13
Harvey, Hanafiah
13
Kugler, Peter
13
Adrangi, Bahram
12
Balcilar, Mehmet
12
Borjas, George J.
12
Bouri, Elie
12
Chang, Tsangyao
12
Chatrath, Arjun
12
Fleming, Jeff
12
Payne, James E.
12
Belke, Ansgar
11
Davis, Steven J.
11
Diebold, Francis X.
11
Ederington, Louis H.
11
Kang, Sang Hoon
11
Sarno, Lucio
11
Beine, Michel
10
Bekaert, Geert
10
Choudhry, Taufiq
10
Engle, Robert F.
10
Kanas, Angelos
10
Ma, Feng
10
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Journal of empirical finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
2
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:
3
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:
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
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
6
Roughing it up : including jump components in the measurement, modeling, and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
7
Dynamic estimation of
volatility
risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
8
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:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
10
Forecasting financial market
volatility
: sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
