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Hansen, Lars Peter
44
Singleton, Kenneth J.
24
Sargent, Thomas J.
14
Dai, Qiang
8
Duffie, Darrell
6
Heaton, John
5
Pan, Jun
5
Le, Anh
3
Luttmer, Erzo
3
Sargent, Thomas
3
Scheinkman, José Alexandre
3
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3
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2
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2
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2
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2
SINGLETON, KENNETH J.
2
Scheinkman, José A.
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The review of financial studies
11
Working paper / National Bureau of Economic Research, Inc
9
Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of finance : the journal of the American Finance Association
5
Journal of economic theory
4
Journal of financial economics
3
Monetary and economic studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of monetary economics
2
Macroeconomic dynamics
2
NBER macroeconomics annual
2
Technical working paper / National Bureau of Economic Research
2
The American economic review
2
American economic journal / Macroeconomics : a journal of the American Economic Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Economica
1
Finance and stochastics
1
Journal of economic literature
1
Journal of political economy
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of economic dynamics
1
Southern economic journal
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of fixed income
1
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OLC EcoSci
ECONIS (ZBW)
394
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Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10008220549
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2
Interpreting changes in the volatility of yields on Japanese long-term bonds
Singleton, Kenneth Jan
- In:
Monetary and economic studies
8
(
1990
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10009934861
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3
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10006777427
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4
Term Structure Dynamics in Theory and Reality
Dai, Qiang
;
Singleton, Kenneth
- In:
The review of financial studies
16
(
2013
)
3
,
pp. 631-630
Persistent link: https://www.econbiz.de/10010114440
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5
TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth
-
1999
Persistent link: https://www.econbiz.de/10006987777
Saved in:
6
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-442
Persistent link: https://www.econbiz.de/10006510041
Saved in:
7
Simulated Moments Estimation of Markov Models of Asset Prices
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10006805375
Saved in:
8
ARTICLES - Specification Analysis of Affine Term Structure Models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10006566788
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9
Japanese Monetary Policy
Singleton, Kenneth J.
;
Bronfenbrenner, Martin
- In:
Southern economic journal
62
(
1995
)
1
,
pp. 271
Persistent link: https://www.econbiz.de/10006681118
Saved in:
10
BOOK REVIEWS - 'Credit Risk. Pricing, Measurement, and Management'
Embrechts, P.
;
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 264-266
Persistent link: https://www.econbiz.de/10008214641
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