Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference94 articles.
1. Aït-Sahalia, Y., 1992. The delta and bootstrap methods for nonlinear functionals of nonparametric kernel estimators based on dependent multivariate data. Unpublished working paper. Princeton University.
2. Variable selection for portfolio choice;Aït-Sahalia;J. Finance,2001
3. Nonparametric option pricing under shape restrictions;Aït-Sahalia;J. Econom.,2003
4. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
5. Testing conditional factor models;Ang;J. Finan. Econ.,2012
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献