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A correlation pricing formula
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Creedy, John
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Verhoef, Erik T.
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Aizenman, Joshua
113
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113
Kaplow, Louis
113
Shavell, Steven
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ECONIS (ZBW)
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1
Asset holdings of heterogeneous consumers with endogenous time preference
Hartley, Peter Reginald
-
1994
Persistent link: https://www.econbiz.de/10000146735
Saved in:
2
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
3
Continuous time international arbitrage pricing :
theory
and estimation
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000147748
Saved in:
4
Bayesian inference and asset pricing
Roy, Amlan
-
1994
Persistent link: https://www.econbiz.de/10000148056
Saved in:
5
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
6
Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias
-
1993
Persistent link: https://www.econbiz.de/10000347817
Saved in:
7
Equilibrium asset prices with undiversifiable labor income risk
Weil, Philippe
-
1992
Persistent link: https://www.econbiz.de/10000136587
Saved in:
8
Intertemporal asset pricing without consumption data
Campbell, John Y.
-
National Bureau of Economic Research
-
1992
Persistent link: https://www.econbiz.de/10000136599
Saved in:
9
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
-
1992
Persistent link: https://www.econbiz.de/10000136635
Saved in:
10
Empirical testing of asset pricing models
Lehmann, Bruce Neal
-
1992
Persistent link: https://www.econbiz.de/10000136651
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