Narrow search
Showing 1 - 10 of 136
Cover Image
High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
Cover Image
Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
Cover Image
Markov switching models in empirical finance
Guidolin, Massimo - 2012 - This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
Cover Image
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Cover Image
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698155
Cover Image
Markov switching models in empirical finance
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698156
Cover Image
Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo - In: Stock market volatility, (pp. 91-133). 2009
Persistent link: https://www.econbiz.de/10003830408
Cover Image
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo - In: Journal of economics & business 58 (2006) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Cover Image
Home bias and high turnover in an overlapping-generations model with learning
Guidolin, Massimo - In: Review of international economics 13 (2005) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10003093723
Cover Image
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623