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Endogenous incompleteness of financial markets : the role of ambiguity and ambiguity aversion
Rinaldi, Francesca - In: Journal of mathematical economics 45 (2009) 12, pp. 872-893
Persistent link: https://www.econbiz.de/10003937681
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Markov switching models in empirical finance
Guidolin, Massimo - 2012 - This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
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Markov switching models in asset pricing research
Guidolin, Massimo - In: Handbook of research methods and applications in …, (pp. 3-44). 2013
Persistent link: https://www.econbiz.de/10011897349
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Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623
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Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698155
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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
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Home bias and high turnover in an overlapping-generations model with learning
Guidolin, Massimo - In: Review of international economics 13 (2005) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10003093723