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Estimation and Evaluation of Conditional Asset Pricing Models 智库出版物
2010
作者:  Stefan Nagel;  Kenneth J. Singleton
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How Sovereign is Sovereign Credit Risk? 智库出版物
2007
作者:  Francis A. Longstaff;  Jun Pan;  Lasse H. Pedersen;  Kenneth J. Singleton
Adobe PDF(298Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure 智库出版物
2001
作者:  Qiang Dai;  Kenneth J. Singleton
Adobe PDF(471Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Specification Analysis of Affine Term Structure Models 智库出版物
1997
作者:  Qiang Dai;  Kenneth J. Singleton
Adobe PDF(1493Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/07
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 智库出版物
1997
作者:  Lars Peter Hansen;  Kenneth J. Singleton
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Simulated Moments Estimation of Markov Models of Asset Prices 智库出版物
1990
作者:  Darrell Duffie;  Kenneth J. Singleton
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A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 智库出版物
1986
作者:  Martin S. Eichenbaum;  Lars Peter Hansen;  Kenneth J. Singleton
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Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? 智库出版物
1986
作者:  Martin S. Eichenbaum;  Kenneth J. Singleton
Adobe PDF(710Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/07
Asset Prices in a Time Series Model with Disparately Informed, Competative Traders 智库出版物
1986
作者:  Kenneth J. Singleton
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Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods 智库出版物
1984
作者:  Kenneth B. Dunn;  Kenneth J. Singleton
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