Narrow search
Showing 1 - 10 of 76
Cover Image
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
Cover Image
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
Cover Image
Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - In: Journal of international economics 77 (2009) 2, pp. 181-194
Persistent link: https://www.econbiz.de/10003839384
Cover Image
Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
Cover Image
Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - 2007
Persistent link: https://www.econbiz.de/10003473565
Cover Image
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim (contributor) - 2010
Persistent link: https://www.econbiz.de/10008667511
Cover Image
Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - 2007
Persistent link: https://www.econbiz.de/10003492294
Cover Image
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10008659419