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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 restrictions on predictability implied by rational asset pricing models
Kirby, Chris, (1998)
Linear filtering for asymmetric stochastic volatility models
Kirby, Chris, (2006)
Firm characteristics, cross-sectional regression estimates, and asset pricing tests
Kirby, Chris, (2020)