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Disambiguation of "Bollerslev, Tim"

Author of the publication

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Tails, Fears, and Risk Premia

, and . The Journal of Finance, 66 (6): 2165-2211 (2011)
DOI: 10.1111/j.1540-6261.2011.01695.x

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To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Tim Mattern

Regeneration der Grünlandnarbe nach Winterbeweidung mit Rindern. Uni Gießen, (2009)

Arnold Timberg

Jörg Frithjof Timm

Friedel Timmermann

Karla Timm

 

Other publications of authors with the same name

Modelling the persistence of conditional variances, and . Econometric Reviews, 5 (1): 1--50 (1986)The Message in Daily Exchange Rates: A Conditional-Variance Tale, and . Journal of Business & Economic Statistics, 7 (3): 297-305 (July 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, and . The Journal of Finance, 49 (2): 737--745 (1994)Intraday periodicity and volatility persistence in financial markets, and . Journal of Empirical Finance, 4 (2-3): 115--158 (June 1997)Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange, , and . Journal of International Money and Finance, 12 (5): 511--521 (October 1993)The long memory of the forward premium, and . Journal of International Money and Finance, 13 (5): 565--571 (October 1994)Estimating stochastic volatility diffusion using conditional moments of integrated volatility, and . Journal of Econometrics, 109 (1): 33--65 (July 2002)The distribution of realized stock return volatility, , , and . Journal of Financial Economics, 61 (1): 43--76 (July 2001)Real-time price discovery in global stock, bond and foreign exchange markets, , , and . Journal of International Economics, 73 (2): 251--277 (November 2007)Handbook of Economic Forecasting, , , and . Volume 1, chapter Chapter 15 Volatility and Correlation Forecasting, page 777--878. Elsevier, (2006)