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subject:"Estimation"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bollerslev, Tim"
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Bollerslev, Tim
Koop, Gary
5
Aït-Sahalia, Yacine
4
Chan, Joshua
3
Frühwirth-Schnatter, Sylvia
3
Ireland, Peter N.
3
Lütkepohl, Helmut
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Journal of econometrics
Journal of economic dynamics & control
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
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2
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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