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1
Dynamic consumption and portfolio choice with stochastic
volatility
in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
2
Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>
;
Harms, Philipp
-
2013
Persistent link: https://www.econbiz.de/10009749378
Saved in:
3
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
4
Obfuscation, learning, and the evolution of investor sophistication
Carlin, Bruce Ian
;
Manso, Gustavo
-
2009
Persistent link: https://www.econbiz.de/10003843620
Saved in:
5
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
6
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
7
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
8
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
9
An intertemporal CAPM with stochastic
volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
Saved in:
10
Estimation of affine term structure models with spanned or unspanned stochastic
volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
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