Search results for: Davide Pettenuzzo
The Journal of Finance > 75 > 4 > 2221 - 2270
Journal of Applied Econometrics > 31 > 7 > 1312 - 1332
Journal of Econometrics > 2016 > 193 > 2 > 315-334
Journal of Financial Economics > 2014 > 114 > 3 > 517-553
Journal of Econometrics > 2014 > 178 > Part 2 > 316-330
Journal of Econometrics > 2011 > 164 > 1 > 60-78