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149篇 您的检索式：作者名="Tim Bollerslev"

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	题名	作者	年代	出处	被引量
1	The distribution of realized stock return volatility显示文摘	Torben G. Andersen Tim Bollerslev Francis X. Diebold Heiko Ebens	2001	Journal of Financial Economics2001，，1：	3
2	Fractionally integrated generalized autoregressive conditional heteroskedasticity显示文摘	Richard T. Baillie Tim Bollerslev Hans Ole Mikkelsen	1996	Journal of Econometrics1996，，1：	2
3	A reduced form framework for modeling volatility of speculative prices based on realized variation measures显示文摘	Torben G. Andersen Tim Bollerslev Xin Huang	2010	Journal of Econometrics2010，，1：	2
4	A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects显示文摘	Tim Bollerslev Uta Kretschmer Christian Pigorsch George Tauchen	2009	Journal of Econometrics2009，，2：	2
5	Generaliaed Autoregressive Conditional Heteroskedasticity显示文摘	Bollerslev Tim	1986	Journal of Econometrics1986，31，：	1
6	Generalized Autoregressive Conditional Heteroskedasticity 显示文摘	Bollerslev Tim	1986	Jounal of Ecomometrics1986，，31：	1
7	Modelling the Persistence of Conditional Variances 显示文摘	Robert F Engle Tim Bollerslev	1986	Econometric Reviews1986，5，1：	1
8	Modelling the Coherence in Short-Run Nominal Exchange Rates: Multivariate Generalized ARCH Approach 显示文摘	Tim Bollerslev	1990	Review of Economics and Statis- tics1990，72，3：	1
9	Generalized Conditional Heteroskedasticity 显示文摘	Bollerslev Tim	1986	Journal of Econometrics1986，，31：	1
10	Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market显示文摘	Jun Cai Frank M Song	2000	Journal of Empirical Finance2000，，7：	1
11	Quasi maximum likelihood estimationand inference in dynamic models with time varying covariances 显示文摘	Bollerslev Tim and Jeffrey Wooldridge	1992	Econometric Reviews1992，11，：	1
12	Generalized Autoregressive Conditional Heteroskedasticity显示文摘	Bollerslev Tim	1986	Journal of Economeitrics1986，31，：	1
13	Generalized autoregressive conditional heteroskedasficity显示文摘	Bollerslev Tim	1986	Journal of Economics1986，，31：	1
14	Generalized autoregressive conditional heteroskedasticity显示文摘	(USA)Bollerslev Tim	1986	Journal of Econometrics1986，，31：	1
15	Modeling and Pricing Long Memory in Stock Market显示文摘	Tim Bollerslev Hans Ole Mikelssen	1996	Journal of Econometrics1996，73，1：	1
16	Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility显示文摘	Andersen T G Tim Bollerslev F X Diebod	2007	The Review of Economics and Statistics2007，89，4：	1
17	Real-time price discovery in global stock, bond and foreign exchange markets显示文摘	Torben G. Andersen Tim Bollerslev Francis X. Diebold Clara Vega	2007	Journal of International Economics2007，，2：	1
18	Modeling and pricing long memory in stock market volatility显示文摘	Tim Bollerslev Hans Ole Mikkelsen	1996	Journal of Econometrics1996，，1：	1
19	Generalized Autoregressive Conditional Heteroskedasticity显示文摘	Bollerslev Tim	1986	Journal of Econometrics1986，31，：	1
20	Financial Risk Measurement for Financial Risk Management显示文摘	Torben G. Andersen Tim Bollerslev Peter F. Christoffersen Francis X. Diebold	2013	Handbook of the Economics of Finance2013，，：	1

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