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

Bollerslev, Tim National Library and Archives of Québec Library and Archives Canada

Tim Bollerslev Wikidata

Bollerslev, Tim Peter, 1958- National Library of Australia

VIAF ID: 57669146 (Personal)

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

ISNI: 0000  0001  1934  8830 

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Title Sources
Answering the critics : yes, arch models do provide good volatility forecasts National Library of the Netherlands
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange National Library of the Netherlands
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities National Library and Archives of Québec Library and Archives Canada
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies National Library of the Netherlands
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities Library of Congress/NACO
Financial market efficiency tests. - German National Library Library of Congress/NACO National Library of the Netherlands
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns National Library of the Netherlands
Long-term equity anticipation securities and stock market volatility dynamics National Library of the Netherlands
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
Parametric and non-parametric volatility measurement National Library of the Netherlands
Periodic autoregressive conditional heteroskedasticity German National Library Library of Congress/NACO National Library and Archives of Québec Library and Archives Canada
Roughing it up National Library of the Netherlands
Some like it smooth, and some like it rough untangling continuous and jump components in measuring, modeling and forecasting asset return volatility German National Library Library of Congress/NACO National Library of the Netherlands
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment National Library of the Netherlands Sudoc [ABES], France
Volatility and time series econometrics essays in honor of Robert F. Engle National Library of France Library of Congress/NACO National Library of the Netherlands NUKAT Center of Warsaw University Library Sudoc [ABES], France
Volatility puzzles a unified framework for gauging return-volatility regressions Library of Congress/NACO

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