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Bernard Eugene Bollen

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Personal Details

First Name:Bernard
Middle Name:Eugene
Last Name:Bollen
RePEc Short-ID:pbo695
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  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.
  1. Bernard Bollen & Philip Gharghori, 2016. "How is β related to asset returns?," Applied Economics, Taylor & Francis Journals, vol. 48(21), pages 1925-1935, May.
  2. Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei, 2015. "The Global Financial Crisis and Its Impact on Australian Bank Risk," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 89-111, March.
  3. Bernard Bollen, 2015. "What should the value of lambda be in the exponentially weighted moving average volatility model?," Applied Economics, Taylor & Francis Journals, vol. 47(8), pages 853-860, February.
  4. Valadkhani, Abbas & Bollen, Bernard, 2013. "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, vol. 120(3), pages 491-494.
  5. Bernard Bollen, 2010. "The security market plane," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1231-1240.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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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