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Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.; Wu, Tao - In: Journal of empirical finance 9 (2002) 5, pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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Mutual fund performance : using bespoke benchmarks to disentangle mandates, constraints and skill
Beber, Alessandro; Brandt, Michael W.; Cen, Jason; … - In: Journal of empirical finance 60 (2021), pp. 74-93
Persistent link: https://www.econbiz.de/10012692978
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Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
Brandt, Michael W.; Gao, Lin - In: Journal of empirical finance 51 (2019), pp. 64-94
Persistent link: https://www.econbiz.de/10012169969
Cover Image
Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.; Wu, Tao - In: Journal of empirical finance 9 (2002) 5, pp. 525-550
Persistent link: https://www.econbiz.de/10007234573