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QML inference for volatility models with covariates
Francq, Christian, (2019)
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang, (2022)
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)
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro, (2014)
The effects of interest rate movements on assets' condotional second movements
Palandri, Alessandro, (2009)