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Shi, Shouyong
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Conference, Models of Monetary Economies II: the Next Generation <2004, Minneapolis, Minn.>
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1
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
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2
Asset markets and investment decisions
DeWaegenaere, A.
;
Polemarchakis, Heraklis M.
;
Ventura, Luigi
- In:
International economic review
43
(
2002
)
3
,
pp. 857-873
Persistent link: https://www.econbiz.de/10001696378
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3
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy
- In:
International economic review
42
(
2001
)
2
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001577913
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4
Risk and return : an experimental analysis
Levy, Haim
- In:
International economic review
38
(
1997
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10001215676
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5
Arbitrage, bubbles, and valuation
Werner, Jan
- In:
International economic review
38
(
1997
)
2
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001218239
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6
The evolution of natural resource prices under stochastic investment opportunities : an intertemporal asset-pricing approach
Gaudet, Gérard
- In:
International economic review
32
(
1991
)
2
,
pp. 441-455
Persistent link: https://www.econbiz.de/10001105409
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7
An adjustment cost model of asset pricing
Basu, Parantap
- In:
International economic review
28
(
1987
)
3
,
pp. 609-621
Persistent link: https://www.econbiz.de/10001030873
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8
Asset pricing with capital accumulation
Huffman, Gregory W.
- In:
International economic review
27
(
1986
)
3
,
pp. 565-582
Persistent link: https://www.econbiz.de/10001014676
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9
Exchange rate volatility in an equilibrium asset pricing model
Manuelli, Rodolfo E.
- In:
International economic review
31
(
1990
)
3
,
pp. 559-574
Persistent link: https://www.econbiz.de/10001092041
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10
Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
- In:
International economic review
65
(
2024
)
2
,
pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
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