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LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS
Woehrmann, Peter, (2000)
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
Lettau, Martin, (2001)
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models
Woehrmann, Peter,