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Results: 3

Authors: Anatolyev, Stanislav Kobotaev, Nikita
Citation: Anatolyev, Stanislav et Kobotaev, Nikita, Modeling and forecasting realized covariance matrices with accounting for leverage, Econometric reviews , 37(2), 2018, pp. 114-139

Authors: West, Kenneth D. Wong, Ka-fu Anatolyev, Stanislav
Citation: D. West, Kenneth et al., Instrumental variables estimation of heteroskedastic linear models using all lags of instruments, Econometric reviews , 28(5), 2009, pp. 441-467

Authors: Anatolyev, Stanislav Gospodinov, Nikolay
Citation: Anatolyev, Stanislav et Gospodinov, Nikolay, Multivariate Return Decomposition: Theory and Implications, Econometric reviews , 38(5), 2019, pp. 487-508
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