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Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; … - In: Journal of Econometrics 116 (2003) 1-2, pp. 147-180
Persistent link: https://www.econbiz.de/10005238939
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Leisure preferences, long-run risks, and human capital returns
Dittmar, Robert F.; Palomino, Francisco; Yang, Wei - In: Review of asset pricing studies 6 (2016) 1, pp. 88-134
Persistent link: https://www.econbiz.de/10011526445
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Firm characteristics, consumption risk, and firm-level risk exposures
Dittmar, Robert F.; Lundblad, Christian - In: Journal of financial economics 125 (2017) 2, pp. 326-343
Persistent link: https://www.econbiz.de/10011751743
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Implied default probabilities and losses given default from option prices
Conrad, Jennifer S.; Dittmar, Robert F.; Hameed, Allaudeen - In: Journal of financial econometrics 18 (2020) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10012316704
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Do investment-based models explain equity returns? : evidence from Euler equations
Delikouras, Stefanos; Dittmar, Robert F. - In: The review of financial studies 35 (2022) 8, pp. 3823-3866
Persistent link: https://www.econbiz.de/10013350124
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Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael - 2002
Persistent link: https://www.econbiz.de/10013423785
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
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Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
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Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors
Aldrich, Eric M.; Fernández-Villaverde, Jesús; … - 2010
Persistent link: https://www.econbiz.de/10003964221