Publications [#14734] of Tim Bollerslev

Other

1. T. Bollerslev with R.T. Baillie, The Message in Daily Exchange Rates: A Conditional Variance Tale (Journal of Business and Economic Statistics, 7, 297-305, 1989), reprinted in 20th Anniversary Issue of Journal of Business and Economic Statistics, vol. 20 no. 1 (2002)
   (last updated on 2003/12/01)

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