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Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250

Persistent link: https://www.econbiz.de/10012619969

Hara, Chiaki; Mukerji, Sujoy; Riedel, Frank; Tallon, … - 2024

Persistent link: https://www.econbiz.de/10014537225

Beißner, Patrick; Riedel, Frank - In: Finance and stochastics 22 (2018) 3, pp. 603-620

Persistent link: https://www.econbiz.de/10011945876

Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - In: Finance and stochastics 20 (2016) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011459932

Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; … - In: Journal of econometrics 216 (2020) 1, pp. 151-174

Persistent link: https://www.econbiz.de/10012439662

Nutz, Marcel - In: Finance and stochastics 18 (2014) 4, pp. 791-803

Persistent link: https://www.econbiz.de/10010416246

Collard, Fabrice; Mukerji, Sujoy; Sheppard, Kevin; … - 2017

dividends next period as ambiguous. We calibrate the agent's ambiguity aversion to match only the first moment of the risk …

Persistent link: https://www.econbiz.de/10011756113

Lehmann, Bruce Neal - In: Journal of econometrics 45 (1990) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10001332079

Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - 2017

Persistent link: https://www.econbiz.de/10011789209

So, Mike Ka-pui; Chan, Thomas W. C.; Chu, Amanda M. Y. - In: Journal of econometrics 227 (2022) 1, pp. 151-167

Persistent link: https://www.econbiz.de/10013441642