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~person:"Bollerslev, Tim"
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Bollerslev, Tim
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ECONIS (ZBW)
11
OLC EcoSci
6
RePEc
5
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1
Prediction in dynamic models with time-dependent conditional variances
Baillie, Richard T.
;
Bollerslev, Tim
- In:
Journal of Econometrics
52
(
1992
)
1-2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10005122510
Saved in:
2
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard T.
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole
- In:
Journal of Econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10005122749
Saved in:
3
A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
Baillie, Richard T.
;
Bollerslev, Tim
- In:
Journal of International Money and Finance
9
(
1990
)
3
,
pp. 309-324
Persistent link: https://www.econbiz.de/10005339458
Saved in:
4
The forward premium anomaly is not as bad as you think
Baillie, Richard T.
;
Bollerslev, Tim
- In:
Journal of International Money and Finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10005311620
Saved in:
5
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard T.
;
Bollerslev, Tim
;
Redfearn, Michael R.
- In:
Journal of International Money and Finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10005188584
Saved in:
6
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
Saved in:
7
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
8
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
9
The message in daily exchange rates : a conditional-variance tale
Baillie, Richard
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
Saved in:
10
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
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