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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2011
Persistent link: https://www.econbiz.de/10009501966
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002572667
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External habit and the cyclicality of expected stock returns
Tallarini, Thomas D.; Zhang, Harold H. - 2005
Persistent link: https://www.econbiz.de/10002873509
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The extreme bounds of the cross-section of expected stock returns
Durham, J. Benson - 2002
Persistent link: https://www.econbiz.de/10001706680
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Optimal portfolio allocation in a world without treasury securities
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001555474
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Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786