Bollerslev, Tim, 1958-....
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Bollerslev, Tim
Tim Bollerslev Danish economist
Bollerslev, Tim Peter, 1958-
VIAF ID: 57669146 (Personal)
Permalink: http://viaf.org/viaf/57669146
Preferred Forms
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Bollerslev
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Tim
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1958-....
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100 1 _ ‡a Bollerslev, Tim
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100 1 _ ‡a Bollerslev, Tim
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Bollerslev, Tim
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100 1 _ ‡a Bollerslev, Tim
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100 1 _ ‡a Bollerslev, Tim
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100 1 _ ‡a Bollerslev, Tim Peter, ‡d 1958-
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100 1 _ ‡a Bollerslev, Tim ‡d (1958- ).
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Bollerslev, Tim
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Bollerslev, Tim,
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1958-
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100 1 _ ‡a Bollerslev, Tim, ‡d 1958-
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100 1 _ ‡a Bollerslev, Tim, ‡d 1958-
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100 1 _ ‡a Bollerslev, Tim, ‡d 1958-
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Bollerslev, Tim,
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1958-
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Bollerslev, Tim,
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Tim Bollerslev
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Danish economist
4xx's: Alternate Name Forms (17)
5xx's: Related Names (18)
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Aarhus Universitet / Institut for Økonomi / Center for Research in Econometric Analysis of Time Series (CREATES)
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Aarhus Universitet
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Center for Research in Econometric Analysis of Time Series
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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CIRANO
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Center for Research in Econometric Analysis of Time Series (Århus)
- 510 2 _
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Duke University
- 510 2 _
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Duke University / Department of Economics
- 510 2 _
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Duke University
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affi
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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Duke University
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Department of Economics
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Duke University
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Department of Economics
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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J. L. Kellogg Graduate School of Management
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J. L. Kellogg Graduate School of Management
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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Kopenhagen
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ortg
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https://d-nb.info/standards/elementset/gnd#placeOfBirth
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National Bureau of Economic Research
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National Bureau of Economic Research (NBER)
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National Bureau of Economic Research
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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San Diego State University
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San Diego State University
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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University of California, San Diego
Works
| Title | Sources |
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| Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
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| At afsætte økonomisk usikkerhed på formel |
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| Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities |
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| The Distribution of Stock Return Volatility |
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| DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies |
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| Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities |
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| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
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| Expected stock returns and variance risk premia |
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| Financial market efficiency tests, 1992: |
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| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
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| Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
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| 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 |
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| A note on the block diagonality of the information matrix for the time varying parameter model with a deterministic influence |
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| Parametric and Nonparametric Volatility Measurement |
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| Periodic autoregressive conditional heteroskedasticity |
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| Practical volatility and correlation modeling for financial market risk management |
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| Real-time price discovery in stock, bond and foreign exchange markets |
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| Realized beta persistence and predictability [[Elektronische Ressource]] |
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| Review article: Volatility |
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| Roughing it up including jump components in the measurement, modeling, and forecasting of return volatility |
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| Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment |
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| Volatility and time series econometrics essays in honor of Robert F. Engle |
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| Volatility puzzles a unified framework for gauging return-volatility regressions |
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| A ¤note on the relation between consumers' expenditure and income in the United Kingdom |
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