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EQUILIBRIUM ASSET PRICES AND S...
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Singleton, Kenneth J.
24
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14
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7
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4
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3
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3
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3
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The review of financial studies
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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
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2
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:
3
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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4
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:
5
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
Saved in:
6
Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models
Singleton, Kenneth J.
;
Umantsev, Len
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10008216128
Saved in:
7
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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8
SPECIFICATION ANALYSIS OF AFFINE TERM STRUCTURE MODELS
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10006997085
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9
Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111
Persistent link: https://www.econbiz.de/10006774728
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10
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010142458
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