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Long-run risk-return trade-offs
Bandi, Federico M.; Perron, Benoit - In: Journal of econometrics 143 (2008) 2, pp. 349-374
Persistent link: https://www.econbiz.de/10003722606
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Jumps in the volatility of financial markets
Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001504842
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The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815