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Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
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Markov switching models in empirical finance
Guidolin, Massimo - 2012 - This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698155
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Markov switching models in empirical finance
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698156
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Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo - In: Stock market volatility, (pp. 91-133). 2009
Persistent link: https://www.econbiz.de/10003830408
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Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo - In: Journal of economics & business 58 (2006) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
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Home bias and high turnover in an overlapping-generations model with learning
Guidolin, Massimo - In: Review of international economics 13 (2005) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10003093723
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International asset prices and portfolio choices under Bayesian learning
Guidolin, Massimo - In: Research in economics : an international review of economics 57 (2003) 4, pp. 383-437
Persistent link: https://www.econbiz.de/10001846030
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Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623