Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns

von Guidolin, Massimo
Veröffentlicht in Stock market volatility (2009)

International asset prices and portfolio choices under Bayesian learning

von Guidolin, Massimo
Veröffentlicht in Research in economics (2003)

Home bias and high turnover in an overlapping-generations model with learning

von Guidolin, Massimo
Veröffentlicht in Review of international economics (2005)

High equity premia and crash fears : rational foundations

von Guidolin, Massimo
Veröffentlicht in Economic theory (2006)

Markov switching models in empirical finance

von Guidolin, Massimo
Veröffentlicht in Missing data methods ; [2]: Time-series methods and applications (2011)

Markov switching in portfolio choice and asset pricing models : a survey

von Guidolin, Massimo
Veröffentlicht in Missing data methods ; [2]: Time-series methods and applications (2011)

Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle

von Guidolin, Massimo
Veröffentlicht in Journal of economics & business (2006)

Markov switching models in asset pricing research

von Guidolin, Massimo
Veröffentlicht in Handbook of research methods and applications in empirical finance (2013)

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

von Guidolin, Massimo
Veröffentlicht 2008

Estimating state-price densities from derivative prices : parametric and nonparametric methods

von Guidolin, Massimo
Veröffentlicht 1999

Book review: empirical dynamic asset pricing

von Guidolin, Massimo
Veröffentlicht in Econometric reviews (2007)

What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model

von Guidolin, Massimo
Veröffentlicht in Applied financial economics (2009)

Predictable dynamics in the S&P 500 index options implied volatility surface

von Gonçalves, Sílvia
Veröffentlicht in The journal of business (2006)

Term structure of risk under alternative econometric specifications

von Guidolin, Massimo
Veröffentlicht 2004

Option prices under Bayesian learning : implied volatility dynamics and predictive densities

von Guidolin, Massimo
Veröffentlicht 2001

Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach

von Guidolin, Massimo
Veröffentlicht in The journal of futures markets (2016)

Option prices under bayesian learning : implied volatility dynamics and predictive densities

von Guidolin, Massimo
Veröffentlicht 2001

Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models

von Guidolin, Massimo
Veröffentlicht in Journal of economic dynamics & control (2019)

Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options

von Cassese, Gianluca
Veröffentlicht in International review of financial analysis (2006)

Size and value anomalies under regime shifts

von Guidolin, Massimo
Veröffentlicht in Journal of financial econometrics (2008)