Tim Bollerslev
Books
- The Distribution of Stock Return Volatility
- Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
- Parametric and Nonparametric Volatility Measurement
- Modeling and Forecasting Realized Volatility
- The Distribution of Exchange Rate Volatility
- Testing for Market Microstructure Effects in Intraday Volatility
- Micro Effects of Macro Announcements
- Volatility
- Volatility and Time Series Econometrics
Author data: Open Library