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Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem, (2024)
A latent factor model for forecasting realized variances
Calzolari, Giorgio, (2021)
Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno, (2019)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M., (2004)
The ET interview : Peter M. Robinson
Robinson, Peter M., (2011)