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May 14 2017 |
Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud |
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Short- and long-run causality across the implied volatility of crude oil and agricultural commodities |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2015 |
Prateek Sharma and Swati Sharma |
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Forecasting gains of robust realized variance estimators: evidence from European stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 13 2012 |
Benoît Sévi and César Baena |
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A reassessment of the risk-return tradeoff at the daily horizon |
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Abstract Contact Information Citation Full Text - Note |
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