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~subject:"Estimation"
~person:"Bollerslev, Tim"
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Estimation
USA
57
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57
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28
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28
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25
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22
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22
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14
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Bollerslev, Tim
Caporale, Guglielmo Maria
97
Gupta, Rangan
89
Gil-Alaña, Luis A.
78
Heckman, James J.
65
Hamermesh, Daniel S.
42
Belke, Ansgar
36
Frondel, Manuel
34
Pesaran, M. Hashem
34
Bahmani-Oskooee, Mohsen
32
McAleer, Michael
31
Miller, Stephen M.
31
Basu, Susanto
30
Kilian, Lutz
30
Koopman, Siem Jan
30
Van Reenen, John
30
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Malley, James R.
28
Marcellino, Massimiliano
28
Wohar, Mark E.
28
Haltiwanger, John C.
27
Walker, Reed
27
Balcilar, Mehmet
26
Bloom, Nicholas
26
Blundell, Richard W.
26
Chinn, Menzie David
26
Engle, Robert F.
26
Shapiro, Joseph S.
26
Stulz, René M.
26
Timmermann, Allan
26
Autor, David H.
25
Christiano, Lawrence J.
25
Galí, Jordi
25
Mazumder, Bhashkar
25
Schorfheide, Frank
25
Shapiro, Matthew D.
25
Cheung, Yin-Wong
24
Gil-Alana, Luis A.
24
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Rodney L. White Center for Financial Research
1
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1
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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
Finance and economics discussion series
3
CREATES research paper
2
The journal of finance : the journal of the American Finance Association
2
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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
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1
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1
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1
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1
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1
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1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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ECONIS (ZBW)
25
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1
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:
2
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:
3
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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
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
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:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
10
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:
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