| Modeling the term structure
|
1996 |
Pagan, Adrian R. |
| Econometric evaluation of asset pricing models
|
1996 |
Ferson, Wayne E. |
| Statistical methods in tests of portfolio efficiency : a synthesis
|
1996 |
Shanken, Jay |
| Bootstrap based tests in financial models
|
1996 |
Maddala, Gangadharrao S. |
| Principal component and factor analyses
|
1996 |
Rao, Calyampudi Radhakrishna |
| Nonlinear time series, complexity theory, and finance
|
1996 |
Brock, William A. |
| Stock price volatility
|
1996 |
LeRoy, Stephen F. |
| Semiparametric methods for asset pricing models
|
1996 |
Lehmann, Bruce Neal |
| Modeling market microstructure time series
|
1996 |
Hasbrouck, Joel |
| Financial applications of artificial neural networks
|
1996 |
Qi, Min |
| Errors-in-variables problems in financial models
|
1996 |
Maddala, Gangadharrao S. |
| Count data models for financial data
|
1996 |
Cameron, Adrian Colin |
| Financial applications of stable distributions
|
1996 |
McCulloch, J. Huston |
| Forecast evaluation and combination
|
1996 |
Diebold, Francis X. |
| Stochastic volatility
|
1996 |
Ghysels, Eric |
| Instrumental variables estimation of conditional beta pricing models
|
1996 |
Harvey, Campbell R. |
| Peso problems : their theoretical and empirical implications
|
1996 |
Evans, Martin D. D. |
| Testing option pricing models
|
1996 |
Bates, David S. |
| Applications of limited dependent variable models in finance
|
1996 |
Maddala, Gangadharrao S. |
| Probability distributions for financial models
|
1996 |
McDonald, James B. |
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