Volatility and Time Series EconometricsTim Bollerslev, Jeffrey Russell · First published 2010Open the Tome
Volatility and time series econometricsR. F. Engle, Mark W. Watson, Tim Bollerslev · First published 2009Open the Tome
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilitiesTim Bollerslev · First published 2004Open the Tome
Quasi-maximum likelihood estimation of dynamic models with time varying covariancesTim Bollerslev · First published 1988Open the Tome
