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

Bollerslev, Tim Library and Archives Canada German National Library

Tim Bollerslev Wikidata

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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Title Sources
Answering the critics : yes, arch models do provide good volatility forecasts National Library of the Netherlands-test
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange National Library of the Netherlands-test
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities Library and Archives Canada
DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependencies National Library of the Netherlands-test
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities Library of Congress/NACO
Financial market efficiency tests National Library of the Netherlands-test Library of Congress/NACO German National Library
Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns National Library of the Netherlands-test
Long-term equity anticipation securities and stock market volatility dynamics National Library of the Netherlands-test
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications National Library of the Netherlands-test
Parametric and non-parametric volatility measurement National Library of the Netherlands-test
Periodic autoregressive conditional heteroskedasticity German National Library Library of Congress/NACO Library and Archives Canada
Roughing it up: including jump components in the measurement, modeling and forecasting of return volatility National Library of the Netherlands-test Library of Congress/NACO German National Library
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment National Library of the Netherlands-test Sudoc [ABES], France
Volatility and time series econometrics : essays in honor of Robert F. Engle National Library of the Netherlands-test NUKAT Center of Warsaw University Library Sudoc [ABES], France National Library of France Library of Congress/NACO
Volatility puzzles a unified framework for gauging return-volatility regressions Library of Congress/NACO

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