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Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der, (1998)
Einfaktormodelle der Fristenstruktur der Zinssätze : theoretische und empirische Betrachtungen
Bühler, Alfred, (1995)
Equilibres multiples et volatilité boursière
Challe, Edouard, (2004)
When sunspots don't matter
Goenka, Aditya, (1997)
Winners and losers from price-level volatility : money taxation and information frictions
Cozzi, Guido, (2017)
An interview with Karl Shell
Shell, Karl, (2001)