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Theory and Methods - Efficient Estimation of Semiparametric Multivariate Copula Models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1228-1240
Persistent link: https://www.econbiz.de/10007292881
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Asset Prices and Wealth Dynamics with Heterogeneous Beliefs - Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
Cogley, Timothy; Sargent, Thomas J; Tsyrennikov, Viktor - In: The American economic review 102 (2012) 3, pp. 141-147
Persistent link: https://www.econbiz.de/10009986279
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Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default
Tsyrennikov, Viktor - In: The American economic review 102 (2012) 3, pp. 156-161
Persistent link: https://www.econbiz.de/10009986282