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Inference about survivors
Stambaugh, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 423-464
Persistent link: https://www.econbiz.de/10009419269
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
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A permanent and transitory component model of stock return volatility
Engle, Robert F.; Lee, Gary G. J. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000877975
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000937579
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A permanent and transitory component model of stock return volatality
Engle, Robert F.; Lee, Gary G. J. - 1992
Persistent link: https://www.econbiz.de/10000853573
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000981017
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
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Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000800651
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Asset returns and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1991
Persistent link: https://www.econbiz.de/10000811496