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Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard; Inder, Brett A. - 1998
Persistent link: https://www.econbiz.de/10001406411
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard; Inder, Brett A. - In: Journal of empirical finance 9 (2002) 5, pp. 551-562
Persistent link: https://www.econbiz.de/10001712021
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The security market plane
Bollen, Bernard - In: Applied financial economics 20 (2010) 13/15, pp. 1231-1240
Persistent link: https://www.econbiz.de/10009010289
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bollen, Bernard - In: Applied financial economics letters 4 (2008) 4/6, pp. 403-407
Persistent link: https://www.econbiz.de/10003808172
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Estimating long-run relationships in economics : a comparison of different approaches
Inder, Brett A. - In: Journal of econometrics 57 (1993) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10001142532
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Economic growth and contraction and their impact on the poor
Inder, Brett A. - 2004
Persistent link: https://www.econbiz.de/10001964640
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Estimating long run relationships in economics : a comparison of different approaches
Inder, Brett A. - 1991
Persistent link: https://www.econbiz.de/10013392834
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A reconsideration of the volume : volatility relationship in the futures market for stocks
Moosa, Imad A.; Bollen, Bernard - In: The Asia Pacific journal of economics and business : APJEB 7 (2003), pp. 2/p78-88
Persistent link: https://www.econbiz.de/10009899345