Browsen in EconStor gesamt nach Autor:innen Bollerslev, Tim


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ErscheinungsjahrTitelAutor:innen
2003Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return VolatilityAndersen, Torben G.; Bollerslev, Tim; Francis X. Diebold,
2004Real-time price discovery in stock, bond and foreign exchange marketsAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara
2004Realized beta: Persistence and predictabilityAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2005Volatility forecastingAndersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2005A framework for exploring the macroeconomic determinants of systematic riskAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2005Practical volatility and correlation modeling for financial market risk managementAndersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2006Realized return volatility, asset pricing, and risk managementAndersen, Torben G.; Bollerslev, Tim
2008Continuous-time models, realized volatilities, and testable distributional implications for daily stock returnsAndersen, Torben G.; Bollerslev, Tim; Frederiksen, Per; Nielsen, Morten Ørregaard
2021Fixed-k inference for volatilityBollerslev, Tim; Li, Jia; Liao, Zhipeng
2021From zero to hero: Realized partial (co)variancesBollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; Quaedvlieg, Rogier