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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
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Bollerslev, Tim
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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CREATES Research Papers
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Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Equity trading volume and
volatility
: latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
Saved in:
3
Equity Trading Volume and
Volatility
: Latent Information Arrivals and Common Long- Run Dependencies
Bollerslev, Tim
;
Jubinski, Dan
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10008218716
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