1

Bootstrapping realized multivariate volatility measures

Year:
2013
Language:
english
File:
PDF, 427 KB
english, 2013
2

Bootstrapping Realized Multivariate Volatility Measures

Year:
2009
Language:
english
File:
PDF, 335 KB
english, 2009
3

CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS

Year:
2012
Language:
english
File:
PDF, 361 KB
english, 2012
4

Inference about long run canonical correlations

Year:
2012
Language:
english
File:
PDF, 969 KB
english, 2012
6

TESTING FOR COMMON CONDITIONALLY HETEROSKEDASTIC FACTORS

Year:
2013
Language:
english
File:
PDF, 2.42 MB
english, 2013
10

Conditionally Heteroskedastic Factor Models with Skewness and Leverage Effects

Year:
2008
Language:
english
File:
PDF, 527 KB
english, 2008
11

Long Run Canonical Correlations: Estimation and Inference

Year:
2009
Language:
english
File:
PDF, 261 KB
english, 2009