Boston College - Department of Finance and Department of Economics
in Total Papers Citations
Financial Analysts, Recommendation Revisions, Recommendation Stickiness, Asymmetric Frictions, Duration, MCMC
Value at risk, international equities, quantile regression, risk analysis
Asymptotic covariance, characterization of distribution, normality, quantile process, mean, testing
GARCH; Kernel; Prediction
Bootstrap Method, Conditional Quantile, GARCH, Nonlinear Time Series, Quantile Regression
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non‐monotonic power, structural change, bandwidth selection, local power
high‐dimensional linear model, square‐root LASSO, ‐mixing, ‐mixing, ‐mixing, ‐dependent, estimation consistency
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