publication venue for
- SGMM: Stochastic Approximation to Generalized Method of Moments. 23:nbad027. 2025
- Modeling Realized Covariances and Returns. 11:335-369. 2013
- Components of Market Risk and Return. 5:560-590. 2007
- Are There Structural Breaks in Realized Volatility?. 6:326-360.
- Bayesian Nonparametric Estimation ofEx PostVariance 2021
- Nonparametric Dynamic Conditional Beta 2021
- Modeling Realized Covariances and Returns 2013
- Are There Structural Breaks in Realized Volatility? 2008