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~isPartOf:"Financial Institutions Center"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
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Bollerslev, Tim
Caporale, Guglielmo Maria
Diebold, Francis X.
11
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Financial Institutions Center
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
4
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1
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
3
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
4
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
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