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Disambiguation of "Bollerslev, Tim"

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Intraday and interday volatility in the Japanese stock market

, , and . Journal of International Financial Markets, Institutions and Money, 10 (2): 107--130 (June 2000)

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Tim Mattern

Regeneration der Grünlandnarbe nach Winterbeweidung mit Rindern. Uni Gießen, (2009)

Arnold Timberg

Jörg Frithjof Timm

Friedel Timmermann

Sigrun Timmermann

 

Other publications of authors with the same name

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, and . The Journal of Finance, 49 (2): 737--745 (1994)Modelling the persistence of conditional variances, and . Econometric Reviews, 5 (1): 1--50 (1986)The Message in Daily Exchange Rates: A Conditional-Variance Tale, and . Journal of Business & Economic Statistics, 7 (3): 297-305 (July 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.Intraday periodicity and volatility persistence in financial markets, and . Journal of Empirical Finance, 4 (2-3): 115--158 (June 1997)Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange, , and . Journal of International Money and Finance, 12 (5): 511--521 (October 1993)The long memory of the forward premium, and . Journal of International Money and Finance, 13 (5): 565--571 (October 1994)Estimating stochastic volatility diffusion using conditional moments of integrated volatility, and . Journal of Econometrics, 109 (1): 33--65 (July 2002)The distribution of realized stock return volatility, , , and . Journal of Financial Economics, 61 (1): 43--76 (July 2001)ANALYTICAL EVALUATION OF VOLATILITY FORECASTS*, , and . International Economic Review, 45 (4): 1079--1110 (306 11 2004)doi: 10.1111/j.0020-6598.2004.00298.x.Intraday and interday volatility in the Japanese stock market, , and . Journal of International Financial Markets, Institutions and Money, 10 (2): 107--130 (June 2000)