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Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
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Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
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Realized Volatility Forecasting in the Presence of Time-Varying Noise
Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10010154955
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The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Bandi, Federico M.; Russell, Jeffrey R. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 167-172
Persistent link: https://www.econbiz.de/10008222691