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1630篇 您的检索式：作者名="Bollerslev"

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	题名	作者	年代	出处	被引量
1	The distribution of realized stock return volatility显示文摘	Torben G. Andersen Tim Bollerslev Francis X. Diebold Heiko Ebens	2001	Journal of Financial Economics2001，，1：	3
2	Fractionally integrated generalized autoregressive conditional heteroskedasticity显示文摘	Richard T. Baillie Tim Bollerslev Hans Ole Mikkelsen	1996	Journal of Econometrics1996，，1：	2
3	A reduced form framework for modeling volatility of speculative prices based on realized variation measures显示文摘	Torben G. Andersen Tim Bollerslev Xin Huang	2010	Journal of Econometrics2010，，1：	2
4	A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects显示文摘	Tim Bollerslev Uta Kretschmer Christian Pigorsch George Tauchen	2009	Journal of Econometrics2009，，2：	2
5	Generalized autogressive conditional heteroskedasticity 显示文摘	Bollerslev T	1986	Journal of Econometrics1986，31，：	2
6	Equity trading volume and volatility:Latent information arrivals and common long-run dependencies显示文摘	Bollerslev T Jubinski D	1999	Journal of Business & Economic Statistics1999，17，：	2
7	A capital asset pricing model with timevarying covariance显示文摘	Bollerslev T R F Engle J M Wooldridge	1988	Journal of Political Economy1988，，96：	1
8	A capital asset pricing model with time-varying covariances 显示文摘	Bollerslev T Engle R F Wooldridge J M	1988	Journal of Political Economy1988，99，：	1
9	Generaliaed Autoregressive Conditional Heteroskedasticity显示文摘	Bollerslev Tim	1986	Journal of Econometrics1986，31，：	1
10	Generalized Autoregressive Conditional Heteroskedasticity显示文摘	Bollerslev T	1996	Journal of Econometrics1996，，31：	1
11	ARCH modeling in finance显示文摘	Bollerslev T Chou R Kroner K	1992	Journal of Econometrics1992，，52：	1
12	Decreased bone area, bone mineral content, formative markers, and increased bone resorptive markers in endogenous Cushing's syndrome 显示文摘	GODANG K UELAND T BOLLERSLEV J	1999	Eur J Endocrinol1999，141，2：	1
13	Generalized Autoregressive Conditional Heteroskedasticity 显示文摘	Bollerslev Tim	1986	Jounal of Ecomometrics1986，，31：	1
14	Modelling the Persistence of Conditional Variances 显示文摘	Robert F Engle Tim Bollerslev	1986	Econometric Reviews1986，5，1：	1
15	Generalied autoregressive conditional heteroskedasticity显示文摘	Bollerslev T	1986	Journal of Econometrics1986，13，1：	1
16	Fractionally integrated generalized autoregressive conditional heteroskedasticity显示文摘	Baillie R T Bollerslev T MIK Kelsen H O	1996	Journal of Econometrics1996，74，1：	1
17	(1990) Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH approach显示文摘	Bollerslev T	1990	Review of Economics and statistics1990，，：	1
18	Roughing it up: including jump components in the measurement, modeling ,and forecasting of return volatility 显示文摘	Andersen T G Bollerslev T Diebold F X	2007	Re- view of Economics and Statistics2007，89，4：	1
19	The glucocorticoid-induced leucine zipper gene (GILZ) expression decreases after successful treatment of patients with endogenous Cushing's syndrome and may play a role in glucocorticoid-induced osteoporosis 显示文摘	LEKVA T BOLLERSLEV J KRISTO C	2010	J Clin Endocrinol Metab2010，95，1：	1
20	The Distribution of Exchange Rate Volatility显示文摘	Andersen T G Bollerslev T Diebold F X Labys P	2001	Journal of American Statistical Association2001，，96：	1

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