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1
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
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2
Equilibrium asset prices with undiversifiable labor income risk
Weil, Philippe
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1992
Persistent link: https://www.econbiz.de/10000136587
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3
Intertemporal asset pricing without consumption data
Campbell, John Y.
-
National Bureau of Economic Research
-
1992
Persistent link: https://www.econbiz.de/10000136599
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4
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
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1992
Persistent link: https://www.econbiz.de/10000136635
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5
Empirical testing of asset pricing models
Lehmann, Bruce Neal
-
1992
Persistent link: https://www.econbiz.de/10000136651
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6
The present value model of rational commodity pricing
Pindyck, Robert S.
-
1992
Persistent link: https://www.econbiz.de/10000136687
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7
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
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8
Exact solutions for expected rates of return under Markov regime switching : implications for the equity premium puzzle
Abel, Andrew B.
-
1992
Persistent link: https://www.econbiz.de/10000136711
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9
Rational asset price movements without news
Romer, David
-
1992
Persistent link: https://www.econbiz.de/10000136720
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10
An asset allocation puzzle
Canner, Niko
-
1994
Persistent link: https://www.econbiz.de/10000904982
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