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Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor; Zhang, Yang - In: Journal of applied econometrics 37 (2022) 2, pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
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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/10006970944
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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
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Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim (contributor) - 2010
Persistent link: https://www.econbiz.de/10008667511
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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
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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