E-LIB Suche - Ergebnisse für: Bollerslev, Tim

1

Optimal inference for spot regressions:

BOLLERSLEV, Tim ; LI, Jia ; REN, Yuexuan
https://ink.library.smu.edu.sg/soe_research/2645. , 2023

Link: https://ink.library.smu...

2

Occupation density estimation for noisy high-frequency data:

ZHANG, Congshan ; LI, Jia ; BOLLERSLEV, Tim
https://ink.library.smu.edu.sg/soe_research/2578. , 2022

Link: https://ink.library.smu...

3

Fixed-k inference for volatility:

BOLLERSLEV, Tim ; LI, Jia ; LIAO, Zhipeng
https://ink.library.smu.edu.sg/soe_research/2544. , 2021

Link: https://ink.library.smu...

4

From zero to hero: Realized partial (co)variances:

Bollerslev, Tim ; Medeiros, Marcelo C ; Patton, Andrew J.
Series: Texto para discussão. , 2021

Link: http://hdl.handle.net/10..

5

Fixed-k inference for volatility:

Bollerslev, Tim ; Li, Jia ; Liao, Zhipeng
Bollerslev , T , Li , J & Liao , Z 2021 , ' Fixed-k inference for volatility ' , Quantitative Economics , vol. 12 , no. 4 , pp. 1053-1084 . https://doi.org/10.3982/QE1749. , 2021

Link: https://pure.au.dk/porta..

6

Fixed-k inference for volatility:

Bollerslev, Tim ; Li, Jia ; Liao, Zhipeng
gbv-ppn:178584217X. , 2021

Link: http://hdl.handle.net/10..

7

Realized semibetas:Disentangling "good" and "bad" downside ..:

Bollerslev, Tim ; Patton, Andrew J ; Quaedvlieg, Rogier
Bollerslev , T , Patton , A J & Quaedvlieg , R 2021 , ' Realized semibetas : Disentangling "good" and "bad" downside risks ' , Journal of Financial Economics , vol. 144 , no. 1 , pp. 227-246 . https://doi.org/10.1016/j.jfineco.2021.05.056. , 2021

Link: https://pure.eur.nl/en/p..

8

Generalized jump regressions for local moments:

BOLLERSLEV, Tim ; LI, Jia ; CHAVES, Leonardo Salim Saker
https://ink.library.smu.edu.sg/soe_research/2545. , 2021

Link: https://ink.library.smu...

9

Realized semicovariances:

Bollerslev, Tim ; LI, Jia ; Patton, Andrew J.
https://ink.library.smu.edu.sg/soe_research/2588. , 2020

Link: https://ink.library.smu...

10

Good Volatility, Bad Volatility, and the Cross Section of S..:

Bollerslev, Tim ; Li, Sophia Zhengzi ; Zhao, Bingzhi
Bollerslev , T , Li , S Z & Zhao , B 2020 , ' Good Volatility, Bad Volatility, and the Cross Section of Stock Returns ' , Journal of Financial and Quantitative Analysis , vol. 55 , no. 3 , pp. 751-781 . https://doi.org/10.1017/S0022109019000097. , 2020

Link: https://pure.au.dk/porta..

11

Realized Semicovariances:

Bollerslev, T. (Tim) ; Li, J. (Jia) ; Patton, A.J. (Andrew).
http://repub.eur.nl/pub/129249. , 2020

Link: http://repub.eur.nl/pub/..

12

Generalized Jump Regressions for Local Moments:

Tim Bollerslev (8692998) ; Jia Li (160557) ; Leonardo Salim Saker Chaves (8693001)
https://figshare.com/articles/dataset/Generalized_Jump_Regressions_for_Local_Moments/12103158. , 2020

Link: https://doi.org/10.6084/..

13

Volume, volatility, and public news announcements:

BOLLERSLEV, Tim ; LI, Jia ; XUE, Yuan
https://ink.library.smu.edu.sg/soe_research/2584. , 2018

Link: https://ink.library.smu...

14

Risk Everywhere: Modeling and Managing Volatility:

Bollerslev, Tim ; Hood, Benjamin ; Huss, John.
Bollerslev , T , Hood , B , Huss , J & Pedersen , L H 2018 , ' Risk Everywhere: Modeling and Managing Volatility ' , The Review of Financial Studies , vol. 31 , no. 7 , pp. 2729-2773 . https://doi.org/10.1093/rfs/hhy041. , 2018

Link: https://pure.au.dk/porta..

15

Volume, Volatility and Public News Announcements:

Bollerslev, Tim ; Li, Jia ; Xue, Yuan
Bollerslev , T , Li , J & Xue , Y 2016 ' Volume, Volatility and Public News Announcements ' CREATES Research Paper , no. 2016-19 , Institut for Økonomi, Aarhus Universitet , Aarhus .. , 2016

Link: https://pure.au.dk/porta..