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On the market price of risk
Korkie, Robert M.; Turtle, Harry J. - In: Mathematics and financial economics 15 (2021) 4, pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
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Corrections for trading frictions in multivariate returns
Korkie, Robert M. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
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The benefits of improved covariance estimation
Turtle, Harry J.; Wang, Kainan - In: Journal of empirical finance 37 (2016), pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
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Semiparametric ARCH models : an estimating function approach
Li, David; Turtle, H. J. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 174-186
Persistent link: https://www.econbiz.de/10001469578