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Scaling factors in estimation of time-nonseparable utility functions
Ni, Shawn X., (1997)
A regression analysis of the effects of option introduction on stock variances
Freund, Steven, (1994)
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves, (2014)
The value premium and expected business conditions
Kirby, Chris, (2019)
Linear filtering for asymmetric stochastic volatility models
Kirby, Chris, (2006)
Volatility shocks, leverage effects, and time-varying conditional skewness
Kirby, Chris, (2024)