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Principal components and long run implications of multivariate diffusions
Chen, Xiaohong
;
Hansen, Lars Peter
;
Scheinkman, José …
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2009
Persistent link: https://www.econbiz.de/10003827949
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Nonlinearity and temporal dependence
Chen, Xiaohong
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Hansen, Lars Peter
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2008
Persistent link: https://www.econbiz.de/10003724264
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Robust Identification of investor beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
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2020
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This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
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