Publications [#14734] of Tim Bollerslev

Other

1. "The Message in Daily Exchange Rates: A Conditional Variance Tale (Journal of Business and Economic Statistics, 7, 297-305, 1989)," T. Bollerslev with R.T. Baillie, reprinted in 20th Anniversary Issue of Journal of Business and Economic Statistics20.1 (2002).
   (last updated on 2003/12/01)

   Author's Comments:
   One of the ten most cited papers in the first twenty issues.