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1
Asset prices in a time series model with disparately informed, competitive traders
Singleton, Kenneth J.
-
1986
Persistent link: https://www.econbiz.de/10000695450
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2
Empirical dynamic asset pricing : model specification and econometric assessment
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003310745
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3
Investor flows and the 2008 boom/bust in oil prices
Singleton, Kenneth J.
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 300-318
Persistent link: https://www.econbiz.de/10010258816
Saved in:
4
Specification and estimation of intertemporal asset pricing models
Singleton, Kenneth J.
-
2007
Persistent link: https://www.econbiz.de/10003643605
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5
Expectations models of the term structure and implied variance bounds
Singleton, Kenneth J.
- In:
Journal of political economy
88
(
1980
)
6
,
pp. 1159-1176
Persistent link: https://www.econbiz.de/10002802402
Saved in:
6
A latent time series model of the cyclical behavior of interest rates
Singleton, Kenneth J.
- In:
International economic review
21
(
1980
)
3
,
pp. 559-575
Persistent link: https://www.econbiz.de/10002802408
Saved in:
7
Maturity-specific disturbances and the term structure of interest rates
Singleton, Kenneth J.
- In:
Journal of money, credit and banking : JMCB
12
(
1980
)
4,1
,
pp. 603-614
Persistent link: https://www.econbiz.de/10002802414
Saved in:
8
Yield curve risk in Japanese government bond markets
Singleton, Kenneth J.
- In:
International review of finance
1
(
2000
)
2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001666864
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9
Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
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10
Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
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