Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Exploiting the errors: A simple approach for improved volatility forecastingBollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, RogierJournal of econometrics, 2016-05, Vol.192 (1), p.1-18 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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The story of GARCH: A personal odysseyBollerslev, TimJournal of econometrics, 2023-03, Vol.234, p.96-100 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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3 |
Material Type: Artigo
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The jump leverage risk premiumBollerslev, Tim ; Todorov, ViktorJournal of financial economics, 2023-12, Vol.150 (3), p.103723, Article 103723 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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4 |
Material Type: Artigo
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Risk Everywhere: Modeling and Managing VolatilityBollerslev, Tim ; Hood, Benjamin ; Huss, John ; Pedersen, Lasse HejeThe Review of financial studies, 2018-07, Vol.31 (7), p.2729-2773 [Periódico revisado por pares]Oxford University PressTexto completo disponível |
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5 |
Material Type: Artigo
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Reprint of: Generalized Autoregressive Conditional HeteroskedasticityBollerslev, TimJournal of econometrics, 2023-03, Vol.234, p.25-37 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Good Volatility, Bad Volatility, and the Cross Section of Stock ReturnsBollerslev, Tim ; Li, Sophia Zhengzi ; Zhao, BingzhiJournal of financial and quantitative analysis, 2020-05, Vol.55 (3), p.751-781 [Periódico revisado por pares]Seattle: Cambridge University PressTexto completo disponível |
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7 |
Material Type: Artigo
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Bone Matrix Levels of Dickkopf and Sclerostin are Positively Correlated with Bone Mass and Strength in Postmenopausal OsteoporosisUeland, Thor ; Stilgren, Lis ; Bollerslev, JensInternational journal of molecular sciences, 2019-06, Vol.20 (12), p.2896 [Periódico revisado por pares]Switzerland: MDPI AGTexto completo disponível |
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8 |
Material Type: Artigo
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Efficacy and Safety of Empagliflozin in Renal Transplant Recipients With Posttransplant Diabetes MellitusHalden, Thea Anine Strøm ; Kvitne, Kine Eide ; Midtvedt, Karsten ; Rajakumar, Laavanyaah ; Robertsen, Ida ; Brox, Jan ; Bollerslev, Jens ; Hartmann, Anders ; Åsberg, Anders ; Jenssen, TrondDiabetes care, 2019-06, Vol.42 (6), p.1067-1074 [Periódico revisado por pares]United States: American Diabetes AssociationTexto completo disponível |
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9 |
Material Type: Artigo
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Optimal nonparametric range-based volatility estimationBollerslev, Tim ; Li, Jia ; Li, QiyuanJournal of econometrics, 2024-01, Vol.238 (1), p.105548, Article 105548 [Periódico revisado por pares]Texto completo disponível |
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10 |
Material Type: Artigo
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REALIZED SEMICOVARIANCESBollerslev, Tim ; Li, Jia ; Patton, Andrew J. ; Quaedvlieg, RogierEconometrica, 2020-07, Vol.88 (4), p.1515-1551 [Periódico revisado por pares]Evanston: WileyTexto completo disponível |