Access Statistics for Bernard Eugene Bollen
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A General Volatility Framework and the Generalised Historical Volatility Estimator | 0 | 0 | 0 | 0 | 1 | 3 | 6 | 1,265 |
| Estimating Daily Volatility from Intraday Data | 0 | 0 | 0 | 0 | 1 | 3 | 6 | 1,333 |
| Estimating Daily Volatility in Financial Markets Utilizing Intraday Data | 0 | 0 | 0 | 0 | 1 | 3 | 11 | 102 |
| Estimating Daily Volatility in Financial Markets Utilizing Intraday Data | 0 | 0 | 0 | 2 | 1 | 4 | 12 | 932 |
| Total Working Papers | 0 | 0 | 0 | 2 | 4 | 13 | 35 | 3,632 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A benchmark for measuring bias in estimated daily value at risk | 0 | 0 | 0 | 63 | 0 | 2 | 8 | 194 |
| An alternative approach to the modelling of interest rate pass through and asymmetric adjustment | 0 | 0 | 0 | 14 | 1 | 2 | 8 | 61 |
| Estimating daily volatility in financial markets utilizing intraday data | 0 | 0 | 1 | 265 | 0 | 1 | 10 | 592 |
| How is β related to asset returns? | 0 | 0 | 0 | 8 | 0 | 2 | 10 | 36 |
| Idiosyncratic volatility and security returns: Australian evidence | 0 | 0 | 0 | 23 | 0 | 2 | 7 | 108 |
| Is there a maturity effect in the price of the S&P 500 futures contract? | 0 | 0 | 0 | 58 | 0 | 3 | 15 | 198 |
| The Global Financial Crisis and Its Impact on Australian Bank Risk | 0 | 0 | 0 | 4 | 1 | 10 | 25 | 70 |
| The security market plane | 0 | 0 | 0 | 11 | 0 | 5 | 12 | 91 |
| What should the value of lambda be in the exponentially weighted moving average volatility model? | 0 | 4 | 9 | 56 | 3 | 32 | 113 | 398 |
| Total Journal Articles | 0 | 4 | 10 | 502 | 5 | 59 | 208 | 1,748 |
1 registered items for which data could not be found
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