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Items where Author is "Bollerslev, Tim"

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Number of items: 4.

2004

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2004) Analytic Evaluation of Volatility Forecasts. International Economic Review, 45 (4). pp. 1079-1110.

2005

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2005) Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities. Econometrica, 73 (1). pp. 279-296.

2011

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2011) Realized Volatility Forecasting and Market Microstructure Noise. Journal of Econometrics, vol. 160 (n° 1). pp. 220-234.

2019

Bollerslev, Tim, Meddahi, Nour and Nyawa Womo, Serge Luther (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, 212 (1). pp. 116-136.

This list was generated on Wed Jul 15 19:07:18 2020 CEST.