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isPartOf:"Journal of applied econometrics"
subject:"USA"
~person:"Bollerslev, Tim"
~subject:"Theory"
~subject:"Welt"
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Bollerslev, Tim
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9
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7
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Journal of applied econometrics
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
2
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008667511
Saved in:
3
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
4
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
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