Tim Bollerslev

Tim Bollerslev

Duke University - Durham / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1294984
person_outline Tim Bollerslev's MOST POPULAR ARTICLES
1-) Generalized autoregressive conditional heteroskedasticityT BollerslevJournal of econometrics 31 (3), 307-327, 1986325041986
2-) ARCH modeling in finance: A review of the theory and empirical evidenceT Bollerslev, RY Chou, KF KronerJournal of econometrics 52 (1-2), 5-59, 199268341992
3-) Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH modelT BollerslevThe review of economics and statistics, 498-505, 199050381990
4-) A capital asset pricing model with time-varying covariancesT Bollerslev, RF Engle, JM WooldridgeJournal of political Economy 96 (1), 116-131, 198850221988
5-) Modeling and forecasting realized volatilityTG Andersen, T Bollerslev, FX Diebold, P LabysEconometrica 71 (2), 579-625, 200349642003