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Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Non-Parametric Tail Risk, Stock Returns and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 333-376.

Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2014) Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns. Journal of financial econometrics, 12 (4). pp. 679-707.

This list was generated on Fri Dec 14 17:17:27 2018 CET.