publication venue for
- 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 of Ex Post Variance. 823-859. 2021
- Nonparametric Dynamic Conditional Beta. 583-613. 2021
- Modeling Realized Covariances and Returns. 335-369. 2013
- Are There Structural Breaks in Realized Volatility?. 326-360. 2008