Tim Peter Bollerslev (born May 11, 1958) is a Danish economist, currently the Juanita and Clifton Kreps Professor of Economics at Duke University. A fellow...
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Macro-Investment Analysis (hypertext). Stanford University See, e.g., Tim Bollerslev (2019). "Risk and Return in Equilibrium: The Capital Asset Pricing Model...
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prices". Other highly influential researchers include Torben G. Andersen, Tim Bollerslev and Neil Shephard. Brooks, Chris (2014). Introductory Econometrics for...
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this factor using a leveraged GARCH(1,1) model due to Robert Engle and Tim Bollerslev s^2(t)=w+a s^2(t-1)+ b1 fp(m(t-1))^2 + b2 fm(m(t-1))^2 Here fp(x)=x...
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1287/moor.11.2.261. JSTOR 3689808. S2CID 22489650. SSRN 1086184. See, e.g., Tim Bollerslev (2019). "Risk and Return in Equilibrium: The Capital Asset Pricing Model...
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D. in economics at the University of California, San Diego. He and Tim Bollerslev are widely regarded as carrying forward the work of the Nobel Prize-winning...
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prima ballerina, Royal Danish Ballet, silent film actress in the United Tim Bollerslev (1958–), economist and professor at American institutions Ernst Immanuel...
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Democrats 1987–1992. Dorete Bloch, (MSc in zoology 1970) Danish zoologist. Tim Bollerslev, (MSc in economics and mathematics 1983) Danish Econometrician. Inventor...
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(1969–1975) Doctoral advisor Ta-Chung Liu Doctoral students Mark Watson Tim Bollerslev Influences David Hendry Contributions ARCH Cointegration Awards Nobel...
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(born 1956), Italian-American economist, expert in economic growth Tim Bollerslev (born 1958), Danish economist Matilde Bombardini (living), Italian Canadian...
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Corporate Finance, New York: McGraw-Hill Inc., pp. 2–20, 1984. See, e.g., Tim Bollerslev (2019). "Risk and Return in Equilibrium: The Capital Asset Pricing Model...
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Nottingham Doctoral advisor Harry Pitt Doctoral students Mark Watson Tim Bollerslev Influences David Hendry Norbert Wiener John Denis Sargan Alok Bhargava...
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Global Health Institute, member of the National Academy of Medicine Tim Bollerslev, economist, expert on autoregressive conditional heteroskedasticity...
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highly cited survey article and the long memory FIGARCH model with Tim Bollerslev and Mikkelsen, been widely used in empirical work and has also been...
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doi:10.1002/jae.3950040102. ISSN 1099-1255. Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul (2003-03-01). "Modeling and Forecasting...
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Meyer Eric Renault Patrick Rey Dov E. Samet John Vickers Steven Berry Tim Bollerslev Kenneth Burdett Colin F. Camerer Andrew Chesher Avner Greif Seppo Honkapohja...
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Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. JSTOR 1912773. Bollerslev, Tim (1986). "Generalized Autoregressive Conditional Heteroskedasticity"...
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Department of Anthropology, Archaeology and Linguistics; Professor Tim Bollerslev, Duke University, Economics 2007: Professor Dorthe Berntsen, Department...
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1002/for.841. ISSN 1099-131X. S2CID 154615850. Andersen, Torben G.; Bollerslev, Tim (1998). "Answering the Skeptics: Yes, Standard Volatility Models Do...
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AT2 (1 entry) 320 Four Motors Bioconcept-Car Porsche 992 GT3 Cup Henrik Bollerslev Michelle Halder Thomas von Löwis of Menar "Smudo" M240i (5 entries) 650...
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(3): 222–240. doi:10.1504/IJFMD.2014.059637. Andersen, Torben G.; Bollerslev, Tim (1998). "Answering the Skeptics: Yes, Standard Volatility Models Do...
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der Laden 320 Four Motors Bioconcept-Car Porsche 991 GT3 II Cup Henrik Bollerslev Thomas Kiefer Thomas von Löwis of Menar "Smudo" 420 Four Motors Bioconcept-Car...
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Bioconcept-Car Porsche 991 Cup GT3 320 Matthias Beckwermert 6 Henrik Bollerslev Michelle Halder Smudo Porsche 718 Cayman GT4 RS Clubsport 420 Alesia Kreutzpointner...
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realized kernel estimator. Volatility (finance) Andersen, Torben G.; Bollerslev, Tim (1998). "Answering the sceptics: yes standard volatility models do...
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62 (4) 30 (2) 8 3 Tim Schrick Lucian Gavris #636 (Subaru BRZ RR-AT) Ret 97 (1) 3 Entries ineligible for championship Henrik Bollerslev Thomas Kiefer "Tom"...
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Four Motors Porsche 718 Cayman GT4 Clubsport Matthias Beckwermert Henrik Bollerslev Christian Hewer Marco van Ramshorst 633 Four Motors Porsche Cayman GT4...
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Schröder Florian Wolf KTM X-Bow GT4 109 73 V5 149 Porsche Club Ticino Henrik Bollerslev André Krumbach Marco Timbal Leonard Weiss Porsche Cayman 109 74 V4 153...
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Four Motors Porsche 718 Cayman GT4 Clubsport Matthias Beckwermert Henrik Bollerslev Immanuel Vinke Hermann Wekf M240i (2 entries) 230 Team AVIA Sorg Rennsport...
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1–2 Bernd Kleeschulte 1–2 Florian Quante 1–2 Porsche Cayman 456 Henrik Bollerslev 2, 5 Marco Timbal 2, 5 André Krumbach 5 David Perel 5 Jochen Krumbach...
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Stahlschmidt BMW E90 325i 127 65 V5 145 KRS Krumbach Racing Service Henrik Bollerslev Charles Kauffman André Krumbach Marco Timbal Porsche Cayman GT4 Clubsport...
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