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person:"Bollerslev, Tim"
~person:"Sanfelici, Simona"
~person:"Swanson, Norman R."
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Estimation theory
120
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120
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47
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45
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45
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34
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Bollerslev, Tim
Sanfelici, Simona
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300
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184
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165
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144
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142
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137
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126
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109
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107
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106
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98
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92
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90
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90
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86
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85
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84
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81
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80
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77
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76
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76
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75
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75
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75
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73
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73
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72
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71
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70
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70
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69
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67
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66
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65
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65
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65
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65
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12
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ECONIS (ZBW)
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111
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
112
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
113
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.
;
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000853659
Saved in:
114
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
115
Les modèles ARCH en finance : un point sur la théorie et les résultats empiriques
Bollerslev, Tim
(
contributor
)
- In:
Annales d'économie et de statistique
(
1991
),
pp. 1-59
Persistent link: https://www.econbiz.de/10001124288
Saved in:
116
Generalized autoregressive conditional heteroskedasticity with applications in finance
Bollerslev, Tim
-
1990
Persistent link: https://www.econbiz.de/10000788161
Saved in:
117
A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Saved in:
118
Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim
- In:
Journal of econometrics
3
(
1986
),
pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
Saved in:
119
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
120
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
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