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Testing the rational expectations model of the term structure of interest rates
Baillie, Richard T.; McMahon, Patrick C. - 1982
Persistent link: https://www.econbiz.de/10001855819
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Asymptotic standard errors for moving average representation coefficients
Baillie, Richard T. - 1982
Persistent link: https://www.econbiz.de/10001855559
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Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim - 1985
Persistent link: https://www.econbiz.de/10001933645
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Reduced asymptotic mean square prediction errors in a nonlinear simultaneous system
Bollerslev, Tim - 1984
Persistent link: https://www.econbiz.de/10001933683
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Financial econometrics: past developments and future challenges
Bollerslev, Tim - In: Journal of econometrics 100 (2001) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
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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
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Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim - In: Journal of econometrics 3 (1986), pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
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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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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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Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Baillie, Richard T.; Calonaci, Fabio; Cho, Dooyeon; … - In: Journal of Time Series Analysis 40 (2019) 4, pp. 609-628
Persistent link: https://www.econbiz.de/10012094994