Publications [#325791] of Tim Bollerslev

Chapters in Books

1. Bollerslev, T; Andersen, T; Diebold, FX, Parametric and Nonparametric Volatility Measurement, in Handbook of Financial Econometrics, edited by Aït-Sahalia, Y; Hansen, LP (2010), Elsevier Science BV
   (last updated on 2024/04/24)

   Abstract:
   Volatility has been one of the most active areas of research in empirical finance and time series econometrics during the past decade.