haku: @author Bollerslev, T. / yhteensä: 9
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1.
Investor attention and time-varying comovements
European Financial Management
2007 : JUN, VOL. 13:3, p. 394-422
 2007 Peng, L.
Xiong, W.
Bollerslev, T.
2.
Analytical evaluation of volatility forecasts
International Economic Review
2004 : NOV, VOL. 45:4, p. 1079-1110
 2004 Andersen, T.G.
Bollerslev, T.
Meddahi, N.
3.
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
Journal of Econometrics
2000 : SEP, VOL. 98:1, p. 81-106
 2000 Bollerslev, T.
Wright, J. H.
4.
Intraday periodicity and volatility persistence in financial markets
Journal of Empirical Finance
1997 : JUN, Vol. 4:2-3, p. 115-158
 1997 Andersen, T. G.
Bollerslev, T.
5.
Modeling and pricing long memory in stock market volatility
Journal of Econometrics
1996 : JUL, VOL. 73:1, p. 151-184
 1996 Bollerslev, T.
Mikkelsen, H.
6.
Modeling and pricing long memory in stock market volatility
Journal of Econometrics
1996 : JUL, VOL. 73:1, p. 151-184
 1996 Bollerslev, T.
Mikkelsen, H.
7.
Intra-day and inter-market volatility in foreign exchange rates.
Review of Economic Studies
1991 : MAY, VOL. 58:195, p. 565-585
 1991 Baillie, R. T.
Bollerslev, T.
8.
Common stochastic trends in a system of exchange rates.
Journal of Finance
1989 : MAR, VOL. 44:1, p. 167-181
 1989 Baillie, R. T.
Bollerslev, T.
9.
A capital asset pricing model with time-varying covariances.
Journal of Political Economy
1988 : FEB, VOL. 96:1, p. 116-131
 1988 Bollerslev, T.
Engle, R. F.
Wooldridge, J. M.
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