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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Bollerslev, Tim"
~subject:"Aktienmarkt"
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Bollerslev, Tim
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Journal of econometrics
Journal of international money and finance
Journal of risk and financial management : JRFM
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CREATES research paper
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A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
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2
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
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