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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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Bollerslev, Tim
Li, Wai Keung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
19
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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2
Equity trading volume and volatility : latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
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