Authors: Andersen, Torben G. Bollerslev, Tim Frederiksen, Per Nielsen, Morten Ørregaard

Citation: G. Andersen, Torben et al., Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns, Journal of applied econometrics , 25(2), 2010, pp. 233-261

Authors: Forsberg, Lars Bollerslev, Tim

Citation: Forsberg, Lars et Bollerslev, Tim, Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the euro): the GARCH-NIG model, Journal of applied econometrics , 17(5), 2002, pp. 535-548

Authors: Bollerslev, Tim Patton, Andrew J. Wang, Wenjing

Citation: Bollerslev, Tim et al., Daily house price indices: construction, modeling, and longer-run predictions, Journal of applied econometrics , 31(6), 2016, pp. 1005-1025