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1
Principal components and long run implications of multivariate diffusions
Chen, Xiaohong
;
Hansen, Lars Peter
;
Scheinkman, José …
-
2009
Persistent link: https://www.econbiz.de/10003827949
Saved in:
2
Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter
;
Scheinkman, José Alexandre
-
1993
Persistent link: https://www.econbiz.de/10000879019
Saved in:
3
Long-term risk : an operator approach
Hansen, Lars Peter
;
Scheinkman, José Alexandre
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 177-234
Persistent link: https://www.econbiz.de/10003866983
Saved in:
4
Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
-
2010
Persistent link: https://www.econbiz.de/10003900628
Saved in:
5
Risk price dynamics
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Hendricks, Mark
; …
-
2009
Persistent link: https://www.econbiz.de/10003906711
Saved in:
6
Shock elasticities and impulse responses
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Scheinkman, …
-
2014
Persistent link: https://www.econbiz.de/10010360533
Saved in:
7
Misspecified recovery
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Scheinkman, …
-
2014
Persistent link: https://www.econbiz.de/10010380967
Saved in:
8
Shock elasticities and impulse responses
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Scheinkman, …
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 333-354
Persistent link: https://www.econbiz.de/10010491018
Saved in:
9
Long term risk : an operator approach
Hansen, Lars Peter
;
Scheinkman, José Alexandre
-
2006
Persistent link: https://www.econbiz.de/10003389671
Saved in:
10
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
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