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Autoregressive models for matrix-valued time series
Chen, Rong; Xiao, Han; Yang, Dan - In: Journal of econometrics 222 (2021) 1,2, pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
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Predicting the equity premium with the implied volatility spread
Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - In: Journal of financial markets 51 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
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Predicting the equity premium with the implied volatility spread
Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - 2024
Persistent link: https://www.econbiz.de/10015045592