Narrow search
Showing 1 - 10 of 6,980
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
Cover Image
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012
Persistent link: https://www.econbiz.de/10009655189
Cover Image
Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010363302
Cover Image
Firm volatility in granual networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2017
Persistent link: https://www.econbiz.de/10011739882
Cover Image
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10013422598
Cover Image
The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A. - 1997
Persistent link: https://www.econbiz.de/10013424729
Cover Image
Asset prices and institutional investors
Başak, Suleyman; Pavlova, Anna - 2012
Persistent link: https://www.econbiz.de/10009621932
Cover Image
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013
Persistent link: https://www.econbiz.de/10009724167
Cover Image
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth - 1991
Persistent link: https://www.econbiz.de/10013421852
Cover Image
Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731