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Stochastic VolatilityRealized VolatilityStock ReturnsFrequency DataExpected ShortfallMicrostructure NoiseTerm StructureConditional HeteroskedasticityTail RiskGARCH ModelsAsset ReturnsRealized CovarianceReturn PredictabilityPortfolio SelectionAsset Pricing ModelsFinancial EconometricsFactor ModelAsset PricingBayesian InferenceMarket Microstructure
vol.23 (2025)
vol.23 (2024)
vol.22 (2024)
vol.23 (2023)
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vol.19 (2021)
vol.18 (2020)
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