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Tim Bollerslev

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Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics)
Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics)
Finance and Economics Discussion Series: Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
Finance and Economics Discussion Series: Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions
Finance and Economics Discussion Series: Expected Stock Returns and Variance Risk Premia
Finance and Economics Discussion Series: Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence