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Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang, (2022)
QML inference for volatility models with covariates
Francq, Christian, (2019)
Correlation or causation? : the sorry state of inference in empirical modeling
Dong, Xiaojing, (2016)
Rank-invariance conditions for the comparison of volatility forecasts
Palandri, Alessandro, (2022)
The effects of interest rate movements on assets' condotional second movements
Palandri, Alessandro, (2009)
Reconciling interest rates evidence with theory : rejecting unit roots when the HD(1) is a competing alternative
Palandri, Alessandro, (2024)