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USA
Volatilität
163
Volatility
159
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150
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149
United States
97
Capital income
92
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92
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73
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64
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53
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Bollerslev, Tim
60
Melvin, Michael
42
Andersen, Torben
25
Diebold, Francis X.
24
Boyes, William J.
9
Zhou, Hao
9
Christoffersen, Peter F.
8
Husted, Steven L.
7
Vega, Clara
6
Wu, Jin
6
Todorov, Viktor
5
Grammig, Joachim
4
Lowengrub, Paul
4
Schlag, Christian
4
Andersen, Torben G.
3
Gibson, Michael S.
3
Valero, Magali
3
Baillie, Richard
2
Cai, Jun
2
Domowitz, Ian
2
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2
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2
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2
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2
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2
Marrone, James
2
Meddahi, Nour
2
Mikkelsen, Hans Ole Æ.
2
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2
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2
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2
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2
Xu, Lai
2
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1
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1
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1
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4
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3
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3
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3
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3
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3
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2
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2
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1
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1
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1
Economic inquiry : journal of the Western Economic Association International
1
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1
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1
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ECONIS (ZBW)
97
EconStor
5
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1
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
2
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
3
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:
4
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
5
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:
6
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
7
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
8
Equity trading volume and volatility : latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Price volatility, spread variability, and the role of alternative market mechanisms
Bollerslev, Tim
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 78-102
Persistent link: https://www.econbiz.de/10001132152
Saved in:
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