Durable Goods, Inflation Risk, and Equilibrium Asset Prices
Eraker, Bjørn, Shaliastovich, Ivan, Wang, Wenyu
Published in The Review of financial studies (01.01.2016)
Published in The Review of financial studies (01.01.2016)
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Selected papers from the Lijiang workshop
Bielecki, Tomasz R, Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, Marek, Eraker, Bjørn, Shaliastovich, Ivan, Evans, Jonathan, Henderson, Vicky, Hobson, David, Liang, Jianfeng, Zhang, Shuzhong, Li, Duan, Dai, Min, Kwok, Yue Kuen, Zong, Jianping, Pham, Huyên, Tankov, Peter, Pemy, Moustapha, Zhang, Qing, Yin, G George, Koo, Hyeng Keun, Shim, Gyoocheol, Sung, Jaeyoung
Published in Mathematical finance (01.10.2008)
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Published in Mathematical finance (01.10.2008)
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Numerical techniques for maximum likelihood estimation of continuous-time diffusion
Durham, Garland B, Gallant, A Ronald, Aït-Sahalia, Yacine, Brandt, Michael W, Santa-Clara, Pedro, Chib, Siddhartha, Shephard, Neil, Eraker, Bjørn, Glynn, Peter, Tauchen, George, Zhou, Hao
Published in Journal of business & economic statistics (01.07.2002)
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Published in Journal of business & economic statistics (01.07.2002)
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