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Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy.
Journal of financial econometrics, 15 (3).
pp. 418-426.
Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose
(2017)
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy.
Journal of financial econometrics, 15 (3).
pp. 418-426.
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.