Tim Bollerslev1958 · 5 obras en el catálogoObrasQuasi-maximum likelihood estimation of dynamic models with time varying covariancesVVolatility and time series econometricsVolatility and time series econometricsDDynamic estimation of volatility risk premia and investor riDynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilitiesFFinancial market efficiency testsFinancial market efficiency testsVVolatility puzzlesVolatility puzzles
DDynamic estimation of volatility risk premia and investor riDynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
