Tim Bollerslev - PDFSEARCH.IO - Document Search Engine

Tim Bollerslev
Results: 20

#	Item
1	Expected Stock Returns and Variance Risk Premia Tim Bollerslev Duke University George Tauchen Duke University Add to Reading List Source URL: public.econ.duke.edu Language: English - Date: 2009-10-14 09:15:15
2	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 Add to Reading List Source URL: sofie.stern.nyu.edu Language: English - Date: 2014-10-29 17:46:48 Swiss Finance Institute Tim Bollerslev Toulouse School of Economics Neil Shephard A. Ronald Gallant Kellogg School of Management Tilburg University Aarhus University Economics Academia Education
3	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 Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-01-14 06:46:08 Econometrics House price index Case–Shiller index Price index Price indices Hedonic regression Stock market Index Consumer price index Economics Statistics United States Department of Housing and Urban Development
4	CREATES Annual Report 2009 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:15:59 Knowledge Aarhus University Coimbra Group Functionalist architecture Aarhus School of Business Professor Doctor of Philosophy Tim Bollerslev Doctorate Titles Education Academia
5	CREATES Annual Report 2007 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:15:54 Academia Econometrician Neil Shephard Aarhus University Aarhus School of Business Tim Bollerslev Econometric Theory Econometrics Economics Fellows of the Econometric Society
6	H.1 Articles published in refereed journals OA 1 Add to Reading List Source URL: creates.au.dk Language: English - Date: 2015-01-30 05:59:15 Mathematical finance Fellows of the Econometric Society Peter Reinhard Hansen Neil Shephard Time series analysis Tim Bollerslev Volatility Autoregressive conditional heteroskedasticity Financial econometrics Economics Statistics Econometrics
7	CREATES Annual Report 2008 The Danish National Research Foundation’s Center for Research in Econometric Analysis of Time Series CREATES Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:15:56 Knowledge Fellows of the Econometric Society Aarhus University Coimbra Group Functionalist architecture Aarhus School of Business Neil Shephard Tim Bollerslev Professor Academia Education Titles
8	Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007 Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2008-06-23 16:29:03 Regression analysis Parametric statistics Autoregressive conditional heteroskedasticity Statistical tests Heteroscedasticity Robert F. Engle Ordinary least squares Tim Bollerslev Conditional variance Statistics Time series analysis Econometrics
9	Journal of International Money and Finance[removed]–488 www.elsevier.nl/locate/econbase The forward premium anomaly is not as bad as you think Add to Reading List Source URL: public.econ.duke.edu Language: English - Date: 2004-06-22 09:06:53 Foreign exchange market Mathematical finance International finance Technical analysis Forward exchange rate Interest rate parity Autoregressive conditional heteroskedasticity Tim Bollerslev Volatility clustering Finance Economics Financial economics
10	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics

UPDATE