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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Kostyrka, Andreï"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
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Kostyrka, Andreï
Caporale, Guglielmo Maria
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Spagnolo, Nicola
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Discussion paper
Economics and finance working paper series
Journal of financial economics
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Missing endogenous variables in conditional moment restriction models
Cosma, Antonio
;
Kostyrka, Andreï
;
Tripathi, Gautam
-
2024
Persistent link: https://www.econbiz.de/10014472580
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The good, the bad, and the asymmetric : evidence from a new conditional density model
Kostyrka, Andreï
;
Malakhov, Dmitry
-
2021
Persistent link: https://www.econbiz.de/10012542854
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