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Excess volatility : a testing strategy
McDermott, C. John - In: Economics letters 44 (1994) 1, pp. 35-41
Persistent link: https://www.econbiz.de/10001164048
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Asymmetry of market returns and the mean variance frontier
Sengupta, Jati K. - In: Keio economic studies 31 (1994) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10001166871
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Hansen-Jagannathan bounds as classical tests of asset-pricing models
Burnside, Craig - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10001167030
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A two-factor ARCH model for deposit-institution stock returns
Song, Frank M. - In: Journal of money, credit and banking : JMCB 26 (1994) 2, pp. 323-340
Persistent link: https://www.econbiz.de/10001167185
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Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R. - In: The financial review : the official publication of the … 28 (1993) 2, pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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Structural change and asset pricing in emerging markets
Garcia, René - In: Journal of international money and finance 17 (1998) 3, pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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Estimating EGARCH-M models : science or art?
Pierre, Eileen F. St. - In: The quarterly review of economics and finance : journal … 38 (1998) 2, pp. 167-180
Persistent link: https://www.econbiz.de/10001247020
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An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807