Similar Search Results

Publications Events

Retain my current filters

Search options

Open Access only

Advanced Search history

My EconBiz

Favorites

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

Barahona, Ricardo; Driessen, Joost; Frehen, Rik - In: Journal of financial economics 139 (2021) 2, pp. 522-544

Persistent link: https://www.econbiz.de/10012693684

Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea - In: Journal of financial economics 145 (2022) 2,2, pp. 642-664

Persistent link: https://www.econbiz.de/10013474428

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

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

Brenner, Menachem; Izhakian, Yehuda - In: Journal of financial economics 130 (2018) 3, pp. 503-531

Persistent link: https://www.econbiz.de/10012051345

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

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

Gonçalves, Andrei S. - In: Journal of financial economics 141 (2021) 3, pp. 919-945

Persistent link: https://www.econbiz.de/10012873075

Gospodinov, Nikolaj; Robotti, Cesare - In: Journal of financial economics 140 (2021) 1, pp. 292-324

Persistent link: https://www.econbiz.de/10013188701