Pages that link to "Item:Q921792"

The following pages link to Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792):

Displaying 12 items.

• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Neural networks as systems for recognizing patterns (Q1270539) (← links)
• Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
• Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
• Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598) (← links)
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach (Q6098177) (← links)