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~person:"Bollerslev, Tim"
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ECONIS (ZBW)
236
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1
A performance evaluation model for global macro funds
Zaremba, Adam
- In:
International journal of finance & banking studies : JJFBS
3
(
2014
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010532770
Saved in:
2
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
4
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
5
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
6
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Country selection strategies based on quality
Zaremba, Adam
- In:
Managerial finance
41
(
2015
)
12
,
pp. 1336-1356
Persistent link: https://www.econbiz.de/10011504225
Saved in:
10
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
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