Concepedia

Bernard Bollen

BB

6

Publications

241

Citations

6

H-Index

2001

Active since

Affiliations

Monash University(Current)

La Trobe University

University of New England

Bernard Bollen is an author at Monash University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementFinancial EconomicsVolatility ModelingEconometricsEmpirical FinanceInternational Risk

Publications per year

2001–2014

6

Publications

6

Estimating daily volatility in financial markets utilizing intraday data

Bernard Bollen, Brett Inder · Journal of Empirical Finance · 2002 · 146 citations

Volatility Modeling, Asset Pricing, Daily Volatility +5

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

Bernard Bollen · Applied Economics · 2014 · 25 citations

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

Imad A. Moosa, Bernard Bollen · Applied Economics Letters · 2001 · 21 citations

Volatility Modeling, Financial Economics, Asset Pricing +6

A benchmark for measuring bias in estimated daily value at risk

Imad A. Moosa, Bernard Bollen · International Review of Financial Analysis · 2002 · 19 citations

Empirical Finance, Economics, Economic Forecasting +14

The Global Financial Crisis and Its Impact on <scp>A</scp>ustralian Bank Risk

Bernard Bollen, Michael T. Skully, David Tripe et al. · International Review of Finance · 2014 · 15 citations

Financial Risk Management, Australian Banking Risk, International Financial Crisis +16

Rows per page

1–5 of 6