//-->
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele, (2003)
Maximum Likelihood estimates of regression coefficients with á-stable residuals and day of week effects in total returns on equity indices
Frain, John C., (2008)
Risk-parameter estimation in volatility models
Francq, Christian, (2015)
Simultaneous dependence between firm-level stock returns
Moon, Kenneth P., (2013)
Revisiting the Question - Does Corporate Headquarters Location Matter for Stock Returns?
Moon, Kenneth P., (2008)
Bayesian estimation of spatial autoregressive models
Lesage, James P., (1997)