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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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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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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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Bayesian diagnostics for heterogeneity
Bauwens, Luc
Persistent link: https://www.econbiz.de/10001277894
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Smooth transition GARCH models : a Bayesian perspective
Lubrano, Michel - In: Recherches économiques de Louvain 67 (2001) 3, pp. 257-287
Persistent link: https://www.econbiz.de/10001609187
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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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Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10000948275
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Bayesin option pricing using asymmetric GARCH
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000972935
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Smooth transition GARCH models : a Bayesian perspective
Lubrano, Michel - 1998
Persistent link: https://www.econbiz.de/10001362669
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Econometric evaluation of asset pricing models
Hansen, Lars Peter - In: The review of financial studies 8 (1995) 2, pp. 237-274
Persistent link: https://www.econbiz.de/10001184653