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51
Empirical asset pricing via machine learning
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
-
2018
-
This Version: July 21, 2018
Persistent link: https://www.econbiz.de/10011938630
Saved in:
52
The new limited partner exception under section 892 : how helpful is it?
Moritz, Luc
;
Ritter, Peter
;
Kelly, Bryan T.
- In:
The real estate finance journal
28
(
2012/13
)
1
,
pp. 61-64
Persistent link: https://www.econbiz.de/10009578102
Saved in:
53
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
54
Dynamic equicorrelation
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 212-228
Persistent link: https://www.econbiz.de/10009657363
Saved in:
55
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2011
Persistent link: https://www.econbiz.de/10009231439
Saved in:
56
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
57
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
58
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
59
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
60
The price of political uncertainty : theory and evidence from option market
Kelly, Bryan T.
;
Pástor, Ľuboš
-
2014
Persistent link: https://www.econbiz.de/10010342538
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