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Nonparametric Estimation of Time-VaryingCharacteristics of Intertemporal Asset Pricing Models
Lettauy, Martin, (2007)
Credit risk and sustainable debt : a model and estimations of why the euro is stable in the long-run
Semmler, Willi, (2004)
Nonparametric estimation of the time-varying sharpe ratio in dynamic asset pricing models
Wöhrmann, Peter, (2005)