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Bollerslev, Tim, 1958-.... National Library of the Czech Republic Library of Congress/NACO German National Library Sudoc [ABES], France National Library of the Netherlands-test NUKAT Center of Warsaw University Library National Library of France

Bollerslev, Tim Wikipedia (en)-test Library and Archives Canada ISNI-test German National Library

Bollerslev, Tim Peter, 1958- National Library of Australia

VIAF ID: 57669146 (Personal)

Permalink: http://viaf.org/viaf/57669146

ISNI-test: 0000  0001  1934  8830 

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  • 510 2 _ ‎‡a  Center for Research in Econometric Analysis of Time Series‏ ‎‡9  g:Århus‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  Duke University‏ ‎‡b  Department of Economics‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  Duke University‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  J. L. Kellogg Graduate School of Management‏ ‎‡e  Affiliation German National Library
  • 551 _ _ ‎‡a  Kopenhagen German National Library
  • 510 2 _ ‎‡a  National Bureau of Economic Research‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  San Diego State University‏ ‎‡e  Affiliation German National Library

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  1. Volatility and time series econometrics : essays in honor of Robert F. Engle ‎(7) NUKAT Center of Warsaw University Library National Library of the Netherlands-test Sudoc [ABES], France National Library of France Library of Congress/NACO
  2. Periodic autoregressive conditional heteroskedasticity ‎(3) Library and Archives Canada
  3. Financial market efficiency tests, 1992: ‎(3) National Library of the Netherlands-test Library of Congress/NACO German National Library
  4. Testing for market microstructure effects in intraday volatility a reassessment of the Tokyo FX experiment ‎(2) National Library of the Netherlands-test
  5. Roughing it up including jump components in the measurement, modeling, and forecasting of return volatility ‎(2) National Library of the Netherlands-test Library of Congress/NACO
  6. On periodic autogressive conditional heteroskedasticity ‎(2) Library and Archives Canada
  7. Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns ‎(2) National Library of the Netherlands-test
  8. Generalized autoregressive conditional heteroskedasticity with applications in finance, 1986 ‎(2) Library of Congress/NACO German National Library
  9. DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies ‎(2) National Library of the Netherlands-test
  10. Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities ‎(2) Library and Archives Canada

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Open Section Close Section History of VIAF ID:57669146 (14)