DOCSLIB.ORG
  • Sign Up
  • Log In
  • Upload
  • Sign Up
  • Log In
  • Upload
  • Home
  • »  Tags
  • »  Tim Bollerslev

Tim Bollerslev

  • Econometrics

    Econometrics

  • Bibliography

    Bibliography

  • CURRICULUM VITAE Tim Bollerslev

    CURRICULUM VITAE Tim Bollerslev

  • Vienna-Copenhagen Conference Vienna, March 9-11, 2017

    Vienna-Copenhagen Conference Vienna, March 9-11, 2017

  • Ph.D. Course on Volatility Modeling by Tim Bollerslev (DUKE)

    Ph.D. Course on Volatility Modeling by Tim Bollerslev (DUKE)

  • The Sources and Nature of Long-Term Memory in Aggregate Output Joseph G

    The Sources and Nature of Long-Term Memory in Aggregate Output Joseph G

  • Bibliography

    Bibliography

  • Vienna-Copenhagen Conference Vienna, March 9-11, 2017

    Vienna-Copenhagen Conference Vienna, March 9-11, 2017

  • Annual Report CORE Research Director Report Academic Year 2018-2019 02 PRESENTATION

    Annual Report CORE Research Director Report Academic Year 2018-2019 02 PRESENTATION

  • MODELING and FORECASTING REALIZED VOLATILITY by Torben

    MODELING and FORECASTING REALIZED VOLATILITY by Torben

  • Tim Bollerslev Is the First Juanita and Clifton Kreps Distinguished

    Tim Bollerslev Is the First Juanita and Clifton Kreps Distinguished

  • Survey Expectations and the Equilibrium Risk-Return Trade

    Survey Expectations and the Equilibrium Risk-Return Trade

  • Mark W. Watson

    Mark W. Watson

  • Allied Social Science Associations Program

    Allied Social Science Associations Program

  • Annual Report 2019

    Annual Report 2019

  • Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets ☆ Torben G

    Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets ☆ Torben G

  • Macroeconomic News Announcements, Systemic Risk, Financial Market Volatility and Jumps

    Macroeconomic News Announcements, Systemic Risk, Financial Market Volatility and Jumps

  • Tails, Fears and Risk Premia∗

    Tails, Fears and Risk Premia∗

Top View
  • Economics 883 Tim Bollerslev Duke University [email protected] Spring 2015 919-660-1846
  • CURRICULUM VITAE March 2014
  • Volatility Transmission Between Oil Prices and Banks Stock Prices As a New Source of Instability: Lessons from the US Experience
  • Comparing Option and Spot Market-Based Forecasts
  • Bansal and Yaron (2000)
  • MARK W. WATSON Department of Economics Princeton University
  • CURRICULUM VITAE Tim Bollerslev
  • Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows
  • Measuring Uncertainty †
  • Nber Working Paper Series Composition of Wealth
  • Nber Working Paper Series Investor Overconfidence
  • Financial Econometrics: Past Developments and Future Challenges
  • Zbwleibniz-Informationszentrum
  • Volatility and Public News Announcements Tim Bollerslev, Jia
  • The Value of Fiscal Discipline for Oil-Exporting Countries∗
  • Volatility in Equilibrium: Asymmetries and Dynamic Dependencies ∗
  • Final Annual Report
  • A Framework for Exploring the Macroeconomic Determinants of Systematic Risk


© 2024 Docslib.org    Feedback