Tail risk and return predictability for the Japanese equity market (Q2658790): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+The VIX, the variance premium and stock market volatility
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+Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
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+Time-varying jump tails
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+Q4794153
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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