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~isPartOf:"Journal of Business & Economic Statistics"
~person:"Bollerslev, Tim"
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Bollerslev, Tim
Ghysels, Eric
4
Jacquier, Eric
3
Polson, Nicholas G
3
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3
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3
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Journal of Business & Economic Statistics
Journal of econometrics
29
CREATES Research Papers
20
NBER Working Papers
17
NBER Working Paper
15
NBER working paper series
14
Journal of Econometrics
13
CFS Working Paper Series
12
Working paper / National Bureau of Economic Research, Inc
11
Working paper / National Bureau of Economic Research, Inc.
10
CREATES research paper
8
CFS working paper series
7
PIER Working Paper Archive
7
CFS Working Paper
6
ERID working paper
6
Journal of financial economics
6
The journal of finance : the journal of the American Finance Association
6
Working Papers / Duke University, Department of Economics
6
Working papers / Financial Institutions Center
6
Center for Financial Institutions Working Papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
Finance and economics discussion series
5
CREATES Research Paper
4
Finance and Economics Discussion Series
4
The review of economics and statistics
4
CIRANO Working Papers
3
International economic review
3
Journal of Finance
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
New York University, Leonard N. Stern School Finance Department Working Paper Seires
3
Working papers / Rodney L. White Center for Financial Research
3
Econometrica
2
Financial Institutions Center
2
Financial markets and asset pricing
2
Foreign exchange markets
2
International Economic Review
2
Journal of Applied Econometrics
2
Journal of Empirical Finance
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1
Equity Trading Volume and
Volatility
: Latent Information Arrivals and Common Long-Run Dependencies.
Bollerslev, Tim
;
Jubinski, Dan
- In:
Journal of Business & Economic Statistics
17
(
1999
)
1
,
pp. 9-21
This article examines the behavior of equity trading volume and
volatility
for the individual firms composing the … decay rates appear to be common across each volume-
volatility
pair. …
Persistent link: https://www.econbiz.de/10005170858
Saved in:
2
Periodic Autoregressive Conditional Heteroscedasticity.
Bollerslev, Tim
;
Ghysels, Eric
- In:
Journal of Business & Economic Statistics
14
(
1996
)
2
,
pp. 139-51
Most high frequency asset returns exhibit seasonal
volatility
patterns. This paper proposes a new class of periodic …
Persistent link: https://www.econbiz.de/10005430172
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