19-060/IV - Funding Shocks and Credit Quality
Date: August 20, 2019
5 Discussion Papers
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19-052/IV - Observation-driven Models for Realized Variances and Overnight Returns
Date: July 31, 2019
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19-051/IV - Time-varying variance and skewness in realized volatility measures
Date: July 31, 2019
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19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance
Date: April 17, 2019
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19-013/IV - Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Date: February 19, 2019