South Kensington Campus
London SW7 2AZ, SW7 2AZ
Imperial College Business School
in Total Papers Downloads
in Total Papers Citations
Aggregate stock market volatility, volatility risk-premiums, volatility of volatility, business cycle, no-arbitrage restrictions, simulation-based inference
Broadband, inter-platform and intra-platform competition, local loop unbundling
telecommunications, ladder of investment, unbundling, regulation
referee bias, contest success function, economics of sport
alternative investment, copula, dynamic risk exposure, market uncertainty, tail dependence
Variance matrices, ill-conditioning, mean squared error, mean absolute deviations, resampling
conditional independence, jump-diffusion, noncausality, quadratic variation, realized variance, stochastic
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise, conditional confidence intervals, jumps, prediction
mixture of normals, realized covariance, continuous time models, high frequency data
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