Author:
Askanazi Ross,Warren Jacob
Reference37 articles.
1. Stock returns and volatility: Pricing the short-run and long-run components of market risk;Tobias Adrian;The Journal of Finance,2008
2. Bayesian dynamic factor models and portfolio allocation;Omar Aguilar;Journal of Business & Economic Statistics,2000
3. How often to sample a continuous-time process in the presence of market microstructure noise;Yacine Ait-Sahalia;Review of Financial Studies,2005
4. The distribution of realized exchange rate volatility;Torben Andersen;Journal of the American Statistical Association,2001