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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011
Persistent link: https://www.econbiz.de/10009259677
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003879962
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Equilibrium cross-section of returns
Gomes Neto, João Batista F. - 2002
Persistent link: https://www.econbiz.de/10013424064