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Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio - In: Journal of applied econometrics 9 (1994) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René; Luger, Richard - In: Journal of applied econometrics 27 (2012) 6, pp. 1013-1036
Persistent link: https://www.econbiz.de/10010219748
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Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
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Can a Well-fitted Equilibrium Asset-pricing Model Produce Mean Reversion?
Bonomo, M.; Garcia, R. - In: Journal of applied econometrics 9 (1994) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10007011628
Cover Image
Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René; Luger, Richard - In: Journal of applied econometrics 27 (2012) 6, pp. 1013-1037
Persistent link: https://www.econbiz.de/10010022057
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Assessing and valuing the nonlinear structure of hedge fund returns
Diez De Los Rios, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10008844906