Return predictability with endogenous growth
Bandi, Federico M., Bretscher, Lorenzo, Tamoni, Andrea
Published in Journal of financial economics (01.12.2023)
Published in Journal of financial economics (01.12.2023)
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Journal Article
Realized Volatility Forecasting in the Presence of Time-Varying Noise
Bandi, Federico M., Russell, Jeffrey R., Yang, Chen
Published in Journal of business & economic statistics (01.07.2013)
Published in Journal of business & economic statistics (01.07.2013)
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Journal Article
Realized volatility forecasting and option pricing
Bandi, Federico M., Russell, Jeffrey R., Yang, Chen
Published in Journal of econometrics (01.11.2008)
Published in Journal of econometrics (01.11.2008)
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Journal Article
Spectral factor models
Bandi, Federico M., Chaudhuri, Shomesh E., Lo, Andrew W., Tamoni, Andrea
Published in Journal of financial economics (01.10.2021)
Published in Journal of financial economics (01.10.2021)
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Journal Article