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Empirical dynamic asset pricing : model specification and econometric assessment
Singleton, Kenneth J., (2006)
Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment
Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999
Abu-Mostafa, Yaser S., (2000)
Moment-based estimation of stochastic volatility models
Renault, Eric, (2009)
Short-run and long-run causality in time series : theory
Dufour, Jean-Marie, (1995)
Latent variable models for stochastic discount factors
Garcia, René, (2000)