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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
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1
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
2
Cross-sectional dependence in idiosyncratic
volatility
Kalnina, Ilze
;
Tewou, Kokouvi
-
2015
Persistent link: https://www.econbiz.de/10011404552
Saved in:
3
Cross-sectoral variation in the
volatility
of plant–level idiosyncratic shocks
Castro, Rui
;
Clement, Gian Luca
;
Lee, Yoonsoo
-
2014
Persistent link: https://www.econbiz.de/10010532729
Saved in:
4
Why have aggregate skilled hours become so cyclical since the mid-1980's?
Castro, Ruy
(
contributor
);
Coen-Pirani, Daniele
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003274870
Saved in:
5
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
6
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
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