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Singleton, Kenneth J.
24
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21
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8
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6
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5
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5
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Working paper / National Bureau of Economic Research, Inc
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The review of financial studies
9
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Estimation and Evaluation of Conditional Asset Pricing Models
NAGEL, STEFAN
;
SINGLETON, KENNETH J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 873-910
Persistent link: https://www.econbiz.de/10009017722
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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
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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
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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
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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
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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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