Narrow search
Showing 1 - 3 of 3
Cover Image
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1/2, pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Cover Image
Financial econometrics: past developments and future challenges
Bollerslev, Tim - In: Journal of econometrics 100 (2001) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Cover Image
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012116125