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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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Generalized autoregressive conditional heteroskedasticity with applications in finance
Bollerslev, Tim - 1990
Persistent link: https://www.econbiz.de/10000788161
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Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.; Bollerslev, Tim; Das, Ashish - 1998
Persistent link: https://www.econbiz.de/10000673940
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
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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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Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1996
Persistent link: https://www.econbiz.de/10000929736
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Volatility and public news announcements
Bollerslev, Tim; Li, Jia; Xue, Yuan - 2016
Persistent link: https://www.econbiz.de/10011524097
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - 2014
Persistent link: https://www.econbiz.de/10010442441
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442477