Tim Bollerslev

Results: 20



#Item
1Expected Stock Returns and Variance Risk Premia Tim Bollerslev Duke University George Tauchen Duke University

Expected Stock Returns and Variance Risk Premia Tim Bollerslev Duke University George Tauchen Duke University

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Source URL: public.econ.duke.edu

Language: English - Date: 2009-10-14 09:15:15
    2CALL FOR PAPERS Eighth Annual Society for Financial Econometrics (SoFiE) Conference June 24-26, 2015 and The CREATES-SoFiE Financial Econometrics Pre-Conference June 23, 2015

    CALL FOR PAPERS Eighth Annual Society for Financial Econometrics (SoFiE) Conference June 24-26, 2015 and The CREATES-SoFiE Financial Econometrics Pre-Conference June 23, 2015

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    Source URL: sofie.stern.nyu.edu

    Language: English - Date: 2014-10-29 17:46:48
    3Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions Tim Bollerslev, Andrew J. Patton and Wenjing Wang CREATES Research PaperDepartment of Economics and Business

    Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions Tim Bollerslev, Andrew J. Patton and Wenjing Wang CREATES Research PaperDepartment of Economics and Business

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    Source URL: econ.au.dk

    Language: English - Date: 2015-01-14 06:46:08
    4CREATES Annual Report 2009 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

    CREATES Annual Report 2009 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

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    Source URL: creates.au.dk

    Language: English - Date: 2011-09-21 09:15:59
    5CREATES Annual Report 2007 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

    CREATES Annual Report 2007 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

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    Source URL: creates.au.dk

    Language: English - Date: 2011-09-21 09:15:54
    6H.1 Articles published in refereed journals OA 1

    H.1 Articles published in refereed journals OA 1

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    Source URL: creates.au.dk

    Language: English - Date: 2015-01-30 05:59:15
    7CREATES Annual Report 2008 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

    CREATES Annual Report 2008 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES

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    Source URL: creates.au.dk

    Language: English - Date: 2011-09-21 09:15:56
    8Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007

    Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007

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    Source URL: econweb.ucsd.edu

    Language: English - Date: 2008-06-23 16:29:03
    9Journal of International Money and Finance[removed]–488 www.elsevier.nl/locate/econbase The forward premium anomaly is not as bad as you think

    Journal of International Money and Finance[removed]–488 www.elsevier.nl/locate/econbase The forward premium anomaly is not as bad as you think

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    Source URL: public.econ.duke.edu

    Language: English - Date: 2004-06-22 09:06:53
    10Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003

    Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003

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    Source URL: federalreserve.gov

    Language: English - Date: 2003-09-17 16:30:33