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Conditional risk premia in currency markets and other asset classes
Journal of Financial Economics, 2014Martin Lettau, Matteo Maggiori
exaly
Conditional Selection of Genomic Alterations Dictates Cancer Evolution and Oncogenic Dependencies
Cancer Cell, 2017Marco Mina +2 more
exaly
Test for autoregressive conditional heteroskedasticity in regression error distribution [PDF]
Stata Technical Bulletin, 2001 Christopher F. Baum, Vince Wiggins
openaire
Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes
2019openaire +1 more source
The conditional CAPM does not explain asset-pricing anomalies☆
Journal of Financial Economics, 2006exaly