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Tim Bollerslev

duke university

42H指数
120论文数
1.6W被引数
收录论文 25
发表时间
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Forecasting and Managing Correlation Risks预测与管理相关性风险
errManagement Science
IF4.9
err2026-01-01
err1
PREAI
errBollerslev, Tim; Li, Sophia Zhengzi; Tang, Yushan
err分享
err收藏
Granular betas and risk premium functions颗粒级贝塔系数和风险溢价函数
errJournal of Econometrics
IF4
err2025-06-06
err0
PREAI
errTim Bollerslev; Andrew J. Patton; Rogier Quaedvlieg
err分享
err收藏
Intraday Market Return Predictability Culled from the Factor Zoo从因子库中筛选出的日内市场收益可预测性
errMANAGEMENT SCIENCE
IF4.9
err2025-01-02
err0
PREAI
errAleti, Saketh; Bollerslev, Tim; Siggaard, Mathias
err分享
err收藏
News and Asset Pricing: A High-Frequency Anatomy of the SDF
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2024-05-16
err1
PREAI
errAleti, Saketh; Bollerslev, Tim
err分享
err收藏
Optimal nonparametric range-based volatility estimation
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err1
errOAAI
errBollerslev, Tim; Li, Jia; Li, Qiyuan
err分享
err收藏
Occupation density estimation for noisy high-frequency data
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err0
errOAAI
errZhang, Congshan; Li, Jia; Bollerslev, Tim
err分享
err收藏
Realized Semicovariances已实现的半协方差
errECONOMETRICA
IF7.1
err2020-01-01
err32
errOAAI
errBollerslev, Tim; Li, Jia; Patton, Andrew J.; Quaedvlieg, Rogier
err分享
err收藏
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-01-30
err86
PREAI
errBollerslev, Tim; Li, Sophia Zhengzi; Zhao, Bingzhi
err分享
err收藏
Volume, Volatility, and Public News Announcements
errREVIEW OF ECONOMIC STUDIES
IF6.4
err2018-01-22
err54
errOAAI
errBollerslev, Tim; Li, Jia; Xue, Yuan
err分享
err收藏
Stock return and cash flow predictability: The role of volatility risk
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err26
errOAAI
errBollerslev, Tim; Xu, Lai; Zhou, Hao
err分享
err收藏
Time-varying jump tails
errJOURNAL OF ECONOMETRICS
IF4
err2014-12-01
err42
PREAI
errBollerslev, Tim; Todorov, Viktor
err分享
err收藏
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2014-08-05
err177
errOAAI
errBollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao
err分享
err收藏
COINTEGRATION, FRACTIONAL COINTEGRATION, AND EXCHANGE-RATE DYNAMICS
errJOURNAL OF FINANCE
IF9.5
err2012-04-30
err180
PREAI
errBAILLIE, RT; BOLLERSLEV, T
err分享
err收藏
Tails, Fears, and Risk Premia
errJOURNAL OF FINANCE
IF9.5
err2011-11-14
err410
errOAAI
errBollerslev, Tim; Todorov, Viktor
err分享
err收藏
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err244
errOAAI
errBollerslev, Tim; Gibson, Michael; Zhou, Hao
err分享
err收藏
Estimation of Jump Tails
errECONOMETRICA
IF7.1
err2011-01-01
err94
PREAI
errBollerslev, Tim; Todorov, Viktor
err分享
err收藏
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err160
PREAI
errAndersen, Torben G.; Bollerslev, Tim; Huang, Xin
err分享
err收藏
Expected Stock Returns and Variance Risk Premia
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-02-12
err890
errOAAI
errBollerslev, Tim; Tauchen, George; Zhou, Hao
err分享
err收藏
Risk, jumps, and diversification
errJOURNAL OF ECONOMETRICS
IF4
err2008-05-01
err175
PREAI
errBollerslev, Tim; Law, Tzuo Hann; Tauchen, George
err分享
err收藏
Real-time price discovery in global stock, bond and foreign exchange markets
errJOURNAL OF INTERNATIONAL ECONOMICS
IF4
err2007-11-01
err637
errOAAI
errAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
R
Robert F. Engle
H 指数: 110 · 论文数: 483
F
Francis X. Diebold
H 指数: 99 · 论文数: 537
李
李家 (Jia Li)
H 指数: 66 · 论文数: 1.0K
J
Jeffrey M. Wooldridge
H 指数: 64 · 论文数: 232
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
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