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subject:"United States"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~person:"Duffee, Greg"
~subject:"Forecasting model"
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Forecasting model
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Aït-Sahalia, Yacine
Duffee, Greg
Schwartz, Eduardo S.
6
Ferson, Wayne E.
5
O'Hara, Maureen
5
Stein, Jeremy C.
5
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Journal of money, credit and banking : JMCB
The journal of finance : the journal of the American Finance Association
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1
Time variation in the covariance between stock returns and consumption growth
Duffee, Greg
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1673-1712
Persistent link: https://www.econbiz.de/10003080227
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2
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
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3
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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