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Bernard Bollen · Study

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Bernard Bollen

3 works· latest 2014· 3 institutionscluster: provisionalORCID 0000-0003-4474-5154

h-index3

i103

Citations185

Works here3

01

02

14

Most cited in this library

Estimating daily volatility in financial markets utilizing intraday data2002 · 139 citations
What should the value of lambda be in the exponentially weighted moving average volatility model?2014 · 25 citations
Is there a maturity effect in the price of the S&P 500 futures contract?2001 · 21 citations

Works

3 shown

What should the value of lambda be in the exponentially weighted moving average volatility model?

Applied Economics·2014·1 author

25citations

Estimating daily volatility in financial markets utilizing intraday data

Journal of Empirical Finance·2002·2 authors

139citations

Is there a maturity effect in the price of the S&P 500 futures contract?

Applied Economics Letters·2001·2 authors

21citations