Tim Bollerslev

1. Generalized autoregressive conditional heteroskedasticity
   1986/04/01 by Tim Bollerslev · 145 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact
2. ARCH modeling in finance
   1992/04/01 by Tim Bollerslev, Ray Y. Chou, Ray Yeutien Chou +1 · 17 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility
3. Real-time price discovery in global stock, bond and foreign exchange markets
   2007/04/25 by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold +1 · 8 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies