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subject:"Theory"
~isPartOf:"The review of economic studies"
~language:"eng"
~person:"Bossaerts, Peter L."
~person:"Farmer, Roger E. A."
~person:"Shephard, Neil G."
~subject:"USA"
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Bossaerts, Peter L.
Farmer, Roger E. A.
Shephard, Neil G.
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3
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The review of economic studies
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Filtering returns for unspecified biases in priors when testing asset pricing theory
Bossaerts, Peter L.
- In:
The review of economic studies
71
(
2004
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10001879682
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
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pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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3
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
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pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
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The Lucas critique, policy invariance and multiple equilibria
Farmer, Roger E. A.
- In:
The review of economic studies
58
(
1991
)
2
,
pp. 321-332
Persistent link: https://www.econbiz.de/10001112714
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