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Books · Search

Books by Tim Bollerslev

Time-series analysis · Econometrics

Volatility and time series econometrics

R. F. Engle

2009

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Tim Bollerslev

2004

Volatility puzzles

Tim Bollerslev

2003

Volatility and Time Series Econometrics

Tim Bollerslev

2010

Quasi-maximum likelihood estimation of dynamic models with time varying covariances

Quasi-maximum likelihood estimation of dynamic models with time varying covariances

Tim Bollerslev

1988

Econometrics · Volatilit©Þt

Volatility

Torben G. Andersen

2018

Dividends · Mathematical models

Financial market efficiency tests

Tim Bollerslev

1992