Publications [#343208] of Tim Bollerslev

Journal Articles

1. Andersen, TG; Bollerslev, T; Diebold, FX; Labys, P, Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian, vol. 4 (January, 2000), pp. 159-179
   (last updated on 2024/04/16)

   Author's Comments:
   Best paper of the year award