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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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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Liu, Jun - 1999
Persistent link: https://www.econbiz.de/10001355784
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A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy - 1997
Persistent link: https://www.econbiz.de/10001362976
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Transformed securities and alternative factor structures
Huang, Roger D. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
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Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B. - In: The journal of futures markets 12 (1992) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
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Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001044795
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498