Explore Salon Quotes Lists Reviews Writings

—

Changelog About Contact Privacy Donate

Tim Bollerslev | lit.salon

Author

Tim Bollerslev

Born 1958

5 works

1988–2009 across 3 dated works

No biography is available yet.

Start with

Quasi-maximum likelihood estimation of dynamic models with time varying covariances1988
Financial market efficiency tests1992
Volatility and time series econometrics: essays in honor of Robert F. Engle2009
With R. F. Engle, Mark W. Watson

Books

5 works

Featured (3)Featured (3)All (5)All (5)

Search booksSort books

Quasi-maximum likelihood estimation of dynamic models with time varying covariances1988
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Volatility and time series econometrics: essays in honor of Robert F. Engle2009
With R. F. Engle, Mark W. Watson
2 editions
shelves
0
reviews
0
lists
0
quotes
0
Financial market efficiency tests1992
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Volatility puzzles: a unified framework for gauging return-volatility regressions2003
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities2004
1 edition
shelves
0
reviews
0
lists
0
quotes
0

End of results

Readers in conversation

Around the salon

Public notes, reviews, lists, and conversations around Tim Bollerslev.

The conversation is still open.

There is no public salon activity to show for Tim Bollerslev yet.