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The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B., (1988)
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew, (1993)
Option prices and the underlying asset's return distribution
Grundy, Bruce D., (1991)
[Rezension von: Riedel, F., Imperfect information and investor heterogeneity in the bond market, Berlin [u.a.], Springer, 2000]
Detemple, Jérôme B., (2002)
Asset pricing in a production economy with incomplete information
Detemple, Jérôme B., (1986)
A general equilibrium model of asset pricing with partial or heterogeneous information