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Authors: Benoit Perron
Journal Article
Bootstrap Inference for Group Factor Models Open Access
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae020, https://doi.org/10.1093/jjfinec/nbae020
Published: 09 November 2024
Journal Article
Long Memory and the Relation Between Implied and Realized Volatility Get access
Journal of Financial Econometrics, Volume 4, Issue 4, Fall 2006, Pages 636–670, https://doi.org/10.1093/jjfinec/nbl003
Published: 07 September 2006
