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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim - In: Journal of financial econometrics 20 (2022) 2, pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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Stock returns and volatility
Baillie, Richard - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 203-214
Persistent link: https://www.econbiz.de/10001089784
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The impact of delivery terms on stock return volatility
Baillie, Richard - In: Journal of financial services research : JFSR 3 (1989) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10001092938
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000609240
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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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
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Investor attention and time-varying comovements
Peng, Lin; Xiong, Wei; Bollerslev, Tim - In: European financial management : the journal of the … 13 (2007) 3, pp. 394-422
Persistent link: https://www.econbiz.de/10003550521
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Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10008659419