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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Cutler, David M."
~person:"Mitchell, Olivia S."
~subject:"Theorie"
~subject:"Volatility"
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Bollerslev, Tim
Cutler, David M.
Mitchell, Olivia S.
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4
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Journal of empirical finance
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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
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2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
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