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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Melino, Angelo"
~subject:"CAPM"
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Melino, Angelo
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Working paper
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ECONIS (ZBW)
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A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G.
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1993
Persistent link: https://www.econbiz.de/10000876952
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Estimating the continuous time consumption based asset pricing model
Grossman, Sanford J.
;
Melino, Angelo
;
Shiller, Robert J.
-
1985
Persistent link: https://www.econbiz.de/10000684659
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Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
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pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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