Bollerslev, Tim ; Li, Sophia Zhengzi ; Zhao, Bingzhi Bollerslev , T , Li , S Z & Zhao , B 2020 , ' Good Volatility, Bad Volatility, and the Cross Section of Stock Returns ' , Journal of Financial and Quantitative Analysis , vol. 55 , no. 3 , pp. 751-781 . https://doi.org/10.1017/S0022109019000097.
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2020
Bollerslev, Tim ; Patton, Andrew J ; Quaedvlieg, Rogier Bollerslev , T , Patton , A J & Quaedvlieg , R 2016 ' Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions ' CREATES Research Paper , no. 2016-10 , Institut for Økonomi, Aarhus Universitet , Aarhus ..
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2016
Bollerslev, Tim ; Li, Jia ; Xue, Yuan Bollerslev , T , Li , J & Xue , Y 2016 ' Volume, Volatility and Public News Announcements ' CREATES Research Paper , no. 2016-19 , Institut for Økonomi, Aarhus Universitet , Aarhus ..
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2016