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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000883126
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A test for independence based on the correlation dimension
Brock, William A.; Dechert, W. Davis; Scheinkman, José … - 1987
Persistent link: https://www.econbiz.de/10000811194
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Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter; Scheinkman, José Alexandre - 1993
Persistent link: https://www.econbiz.de/10000879019
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Profiling problems with partially identified structure
Brock, William A. - In: The economic journal : the journal of the Royal … 116 (2006), pp. 427-440
Persistent link: https://www.econbiz.de/10003393281
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Profiling problems with partially identified structure
Brock, William A. (contributor) - 2004 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10002433949
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Nonlinear time series, complexity theory, and finance
Brock, William A.; DeLima, Pedro J. F. - 1995
Persistent link: https://www.econbiz.de/10000934803
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A test for independence based on the correlation dimension
Brock, William A.; Scheinkman, José Alexandre; … - In: Econometric reviews 15 (1996) 3, pp. 197-235
Persistent link: https://www.econbiz.de/10001212116
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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Some theory of statistical inference for nonlinear science
Brock, William A. - In: The review of economic studies 58 (1991) 4, pp. 697-716
Persistent link: https://www.econbiz.de/10001114541
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Testing for deterministic chaos in economic data
Brock, William A.
Persistent link: https://www.econbiz.de/10001264407