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Price volatility, spread variability, and the role of alternative market mechanisms
Bollerslev, Tim - In: Review of futures markets 10 (1992) 1, pp. 78-102
Persistent link: https://www.econbiz.de/10001132152
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On the importance of timing specifications in market microstructure research
Henker, Thomas; Wang, Jian-xin - In: Journal of financial markets 9 (2006) 2, pp. 162-179
Persistent link: https://www.econbiz.de/10003326696
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On the risk return relationship
Wang, Jian-xin; Yang, Minxian - In: Journal of empirical finance 21 (2013), pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
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On the importance of timing specifications in market microstructure research
Wang, Jian-xin; Henker, Thomas - 2005
Persistent link: https://www.econbiz.de/10003059539
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On the risk return relationship
Wang, Jian-xin; Yang, Minxian - 2012
Persistent link: https://www.econbiz.de/10009775894
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Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim - In: The review of economics and statistics 72 (1990) 3, pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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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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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10003350610
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492