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Bernard Eugene Bollen

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This is information that was supplied by Bernard Bollen in registering through RePEc. If you are Bernard Eugene Bollen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bernard
Middle Name: Eugene
Last Name: Bollen
Suffix:

RePEc Short-ID: pbo695

Email: [This author has chosen not to make the email address public]
Homepage: http://www.une.edu.au/staff/bbollen.php
Postal Address:
Phone:

Affiliation

(50%) School of Economics
Faculty of Economics, Business and Law
University of New England
Location: Armidale, Australia
Homepage: http://www.une.edu.au/economics/
Email:
Phone: (067) 73 2432
Fax: (067) 73 3596
Postal: ARMIDALE NSW 2351
Handle: RePEc:edi:deuneau (more details at EDIRC)
(50%) Faculty of Economics, Business and Law
University of New England
Location: Armidale, Australia
Homepage: http://www.une.edu.au/febl/
Email:
Phone: (02)6773 2735
Fax: (02)6773 3205
Postal: Armidale NSW 2352
Handle: RePEc:edi:feuneau (more details at EDIRC)

Works

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Working papers

  1. Bernard Bollen & Brett Inder, 1999. "Estimating Daily Volatility in Financial Markets Utilizing Intraday Data," Working Papers 1999.01, School of Economics, La Trobe University.
  2. Bollen, B. & Inder, B., 1998. "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers 10/98, Monash University, Department of Econometrics and Business Statistics.
  3. Bollen, B. & Kofman, P., 1996. "Estimating Daily Volatility from Intraday Data," Monash Econometrics and Business Statistics Working Papers 13/96, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Bernard Bollen, 2010. "The security market plane," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1231-1240.
  2. Bernard Bollen & Anthony Skotnicki & Madhu Veeraraghavan, 2009. "Idiosyncratic volatility and security returns: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 19(19), pages 1573-1579.
  3. Bernard Bollen, 2008. "Long-term asymmetry in the USD-DEM spot exchange rate volatility process," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 403-407.
  4. Moosa, Imad A. & Bollen, Bernard, 2002. "A benchmark for measuring bias in estimated daily value at risk," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 85-100.
  5. Bollen, Bernard & Inder, Brett, 2002. "Estimating daily volatility in financial markets utilizing intraday data," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 551-562, December.
  6. Imad Moosa & Bernard Bollen, 2001. "Is there a maturity effect in the price of the S&P 500 futures contract?," Applied Economics Letters, Taylor & Francis Journals, vol. 8(11), pages 693-695.

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