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Disambiguation of "Bollerslev, Tim"

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Long-term equity anticipation securities and stock market volatility dynamics

, and . Journal of Econometrics, 92 (1): 75--99 (September 1999)

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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

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, and . The Journal of Finance, 49 (2): 737--745 (1994)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.Modelling the persistence of conditional variances, and . Econometric Reviews, 5 (1): 1--50 (1986)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)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)No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications, , and . Journal of Econometrics, 138 (1): 125--180 (May 2007)Corrigendum to ``Estimating stochastic volatility diffusion using conditional moments of integrated volatility'' J. Econom. 109 (2002) 33-65, and . Journal of Econometrics, 119 (1): 221--222 (March 2004)