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Leverage effects and stochastic volatility in spot oil returns
a Bayesian approach with VaR and CVaR applications -
Do firms earn the cost of capital due to tax shields of debt and provisions?
German evidence -
Does the firm-specific asset volatility process implied by the equity market revert to a constant value?
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Miles-Ezzell's WACC approach yields arbitrage
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On the irrelevance of the leverage effect
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Essays on high frequency financial econometrics
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Miles-Ezzell's WACC approach yields arbitrage
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Extreme downside risk and financial crises
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The good, the bad, and the asymmetric
evidence from a new conditional density model -
On the irrelevance of the leverage effect