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Nonlinear Pricing Kernels, Kur...
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Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns
Dittmar, Robert F.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 369-403
Persistent link: https://www.econbiz.de/10001650384
Saved in:
2
What do New Keynesian Phillips Curves imply for price level targeting?
Dittmar, Robert F.
;
Gavin, William T.
-
1999
Persistent link: https://www.econbiz.de/10001450750
Saved in:
3
Price-level uncertainty and inflation targeting
Dittmar, Robert F.
;
Gavin, William T.
;
Kydland, Finn E.
- In:
Review / Federal Reserve Bank of St. Louis
81
(
1999
)
4
,
pp. 23-33
Persistent link: https://www.econbiz.de/10001442201
Saved in:
4
What do new-Keynesian Phillips Curves imply for price-level targeting?
Dittmar, Robert F.
;
Gavin, William T.
- In:
Review / Federal Reserve Bank of St. Louis
82
(
2000
)
2
,
pp. 21-30
Persistent link: https://www.econbiz.de/10001494984
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5
Is technical analysis in the foreign exchange market profitable? : A genetic programming approach
Neely, Christopher J.
;
Weller, Paul A.
;
Dittmar, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000946493
Saved in:
6
Is technical analysis in the foreign exchange market profitable? : a genetic programming approach
Neely, Christopher J.
;
Weller, Paul A.
;
Dittmar, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000950992
Saved in:
7
Is technical analysis in the foreign exchange market profitable? : a genetic programming approach
Neely, Christopher J.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
4
,
pp. 405-426
Persistent link: https://www.econbiz.de/10001234462
Saved in:
8
The inflation-output variability tradeoff and price-level targets
Dittmar, Robert F.
;
Gavin, William T.
;
Kydland, Finn E.
- In:
Review / Federal Reserve Bank of St. Louis
81
(
1999
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10001411886
Saved in:
9
Risk adjustment and trading strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
Saved in:
10
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/10001772146
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