Pages that link to "Item:Q3005841"
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The following pages link to AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841):
Displayed 11 items.
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- The dynamic power law model (Q482073) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Pricing long-lived securities in dynamic endowment economies (Q1622391) (← links)
- Level and slope of volatility smiles in long-run risk models (Q1657154) (← links)
- Asset prices in affine real business cycle models (Q1994603) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)