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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000916985
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Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F. (contributor);  … - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000993052
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Asset prices with contingent preferences
Gordon, Stephen F. (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000993304
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Finite-sample inferences about mean-standard deviation
Gordon, Stephen F. - In: Economics letters 49 (1995) 3, pp. 295-300
Persistent link: https://www.econbiz.de/10001188141
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Bayesian estimation of stochastic discount factors
Gordon, Stephen F. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 412-420
Persistent link: https://www.econbiz.de/10001209350
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A preference regime model of bull and bear markets
Gordon, Stephen F.; St.-Amour, Pascal - In: The American economic review 90 (2000) 4, pp. 1019-1033
Persistent link: https://www.econbiz.de/10001521174
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Comparing consumption-based asset-pricing models
Gordon, Stephen F.; Samson, Lucie - In: The Canadian journal of economics 35 (2002) 3, pp. 586-610
Persistent link: https://www.econbiz.de/10001697229
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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000889747
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Asset returns and state-dependent risk preferences
Gordon, Stephen F.; St.-Amour, Pascal - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 3, pp. 241-252
Persistent link: https://www.econbiz.de/10002135486
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Do jumps contribute to the dynamics of the equity premium
Maheu, John M.; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 110 (2013) 2, pp. 457-477
Persistent link: https://www.econbiz.de/10010208659