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~person:"Bollerslev, Tim"
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Börsenkurs
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Bollerslev, Tim
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ECONIS (ZBW)
56
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Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
Saved in:
2
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:
3
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
4
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:
5
A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim
- In:
The review of economics and statistics
69
(
1987
)
3
,
pp. 542-547
Persistent link: https://www.econbiz.de/10001032369
Saved in:
6
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
7
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
8
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
9
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
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