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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The European journal of finance"
~person:"Singleton, Kenneth J."
~subject:"CAPM"
~subject:"Portfolio-Management"
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Singleton, Kenneth J.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The European journal of finance
NBER Working Paper
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The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
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The review of financial studies
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Advances in econometrics ; Vol. 2
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Handbook of monetary economics : volume 1
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Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
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2
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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