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STMAZ 1250.91105 Bollerslev, Tim; Sizova, Natalia; Tauchen, George

Volatility in equilibrium: asymmetries and dynamic dependencies. (English)

Rev. Finance 16, No. 1, 31-80 (2012).

Classification: 91G70 91B84 91B55

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STMAZ 05984103 Bollerslev, Tim

Glossary to ARCH (GARCH). (English)

Bollerslev, Tim (ed.) et al., Volatility and time series econometrics. Essays in honor of Robert F. Engle. Oxford: Oxford University Press (ISBN 978-0-19-954949-8/hbk). Advanced Texts in Econometrics, 137-163 (2010).

Classification: 62-03 00A20 01A60 01A61 91B84

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STMAZ 1223.91004 Bollerslev, Tim (ed.); Russell, Jeffrey R. (ed.); Watson, Mark W. (ed.)

Volatility and time series econometrics. Essays in honor of Robert F. Engle. (English)

Advanced Texts in Econometrics. Oxford: Oxford University Press (ISBN 978-0-19-954949-8/hbk). xi, 419~p. \sterling~58.00 (2010).

Classification: 91-06 62-06 00B30 00B15 91B84 91G70 62P20

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Result 1 to 3 of 38 total