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Dynamic conditional beta
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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Forecasting covariance matrices : a mixed approach
Halbleib, Roxana; Voev, Valeri - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
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Understanding spurious regression in financial economics
Deng, Ai - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 122-150
Persistent link: https://www.econbiz.de/10010233602