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 | 0 | 0 | 2 | 1,258 |
| Estimating Daily Volatility from Intraday Data | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1,326 |
| Estimating Daily Volatility in Financial Markets Utilizing Intraday Data | 0 | 0 | 0 | 2 | 0 | 1 | 4 | 917 |
| Estimating Daily Volatility in Financial Markets Utilizing Intraday Data | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 90 |
| Total Working Papers | 0 | 0 | 0 | 2 | 0 | 2 | 8 | 3,591 |
| 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 | 0 | 0 | 186 |
| An alternative approach to the modelling of interest rate pass through and asymmetric adjustment | 0 | 0 | 1 | 14 | 0 | 0 | 1 | 51 |
| Estimating daily volatility in financial markets utilizing intraday data | 0 | 1 | 5 | 264 | 1 | 4 | 11 | 578 |
| How is β related to asset returns? | 0 | 0 | 1 | 8 | 0 | 0 | 1 | 26 |
| Idiosyncratic volatility and security returns: Australian evidence | 0 | 0 | 0 | 23 | 0 | 0 | 0 | 100 |
| Is there a maturity effect in the price of the S&P 500 futures contract? | 0 | 0 | 0 | 58 | 0 | 0 | 0 | 182 |
| The Global Financial Crisis and Its Impact on Australian Bank Risk | 0 | 0 | 0 | 4 | 1 | 2 | 3 | 44 |
| The security market plane | 0 | 0 | 0 | 11 | 0 | 0 | 0 | 79 |
| What should the value of lambda be in the exponentially weighted moving average volatility model? | 0 | 2 | 3 | 44 | 0 | 4 | 21 | 273 |
| Total Journal Articles | 0 | 3 | 10 | 489 | 2 | 10 | 37 | 1,519 |
1 registered items for which data could not be found
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail