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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Koopman, Siem Jan"
~person:"Li, Yingying"
~subject:"Time series analysis"
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Volatility
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1
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Bollerslev, Tim
Koopman, Siem Jan
Li, Yingying
Engle, Robert F.
8
Granger, C. W. J.
6
White, Halbert
3
Haldrup, Niels
2
Russell, Jeffrey R.
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Chen, Xiaohong
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper / Tinbergen Institute
27
Journal of econometrics
14
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Working paper
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
CREATES Research Paper 2008-49
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of financial time series
1
International finance discussion papers
1
International journal of forecasting
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper series economics and econometrics
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Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
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1993
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