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Estimation of a stochastic-vol...
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ECONIS (ZBW)
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Estimation of a stochastic-volatility jump-diffusion model
Craine, Roger
;
Lochstoer, Lars A.
;
Syrtveit, Knut
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10009943869
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2
Long-Run Risk through Consumption Smoothing
Kaltenbrunner, Georg
;
Lochstoer, Lars A.
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3190-3190
Persistent link: https://www.econbiz.de/10008440294
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3
Long-Run Risk through Consumption Smoothing
Kaltenbrunner, Georg
;
Lochstoer, Lars A.
- In:
The review of financial studies
23
(
2013
)
8
,
pp. 3190-3189
Persistent link: https://www.econbiz.de/10010113851
Saved in:
4
Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion
Lochstoer, Lars A.
- In:
The review of financial studies
22
(
2013
)
12
,
pp. 5251-5250
Persistent link: https://www.econbiz.de/10010114706
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5
Limits to arbitrage and hedging: Evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 441-465
Persistent link: https://www.econbiz.de/10010133854
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6
Fairly Priced Deposit Insurance and Bank Charter Policy
Craine, Roger
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1735-1746
Persistent link: https://www.econbiz.de/10007337053
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7
Rational bubbles: A test
Craine, Roger
- In:
Journal of economic dynamics & control
17
(
1993
)
5-6
,
pp. 829-846
Persistent link: https://www.econbiz.de/10006807225
Saved in:
8
ARTICLES - Valuing the Futures Market Clearinghouse' s Default Exposure during the 1987 Crash
Bates, David
;
Craine, Roger
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
2
,
pp. 248-272
Persistent link: https://www.econbiz.de/10006666876
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9
Interest rate conundrum
Craine, Roger
;
Martin, Vance L.
- In:
The B.E. journal of macroeconomics
9
(
2009
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010008174
Saved in:
10
VALUING THE FUTURES MARKET CLEARINGHOUSE'S DEFAULT EXPOSURE DURING THE 1987 CRASH
Bates, David
;
Craine, Roger
-
1998
Persistent link: https://www.econbiz.de/10006993763
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