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Measuring state-dependent risk aversion using data augmentation
Gordon, Stephen F.; St.-Amour, Pascal - 1995
Persistent link: https://www.econbiz.de/10000916968
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Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F. (contributor);  … - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000993052
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Asset prices with contingent preferences
Gordon, Stephen F. (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000993304
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A preference regime model of bull and bear markets
Gordon, Stephen F.; St.-Amour, Pascal - In: The American economic review 90 (2000) 4, pp. 1019-1033
Persistent link: https://www.econbiz.de/10001521174
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Asset returns and state-dependent risk preferences
Gordon, Stephen F.; St.-Amour, Pascal - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 3, pp. 241-252
Persistent link: https://www.econbiz.de/10002135486