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subject:"Stochastischer Prozess"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Stochastischer Prozess
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The review of financial studies
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Identification and inference in linear stochastic discount factor models with excess returns
Burnside, Craig
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 295-330
Persistent link: https://www.econbiz.de/10011588997
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2
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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