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Mostrati risultati da 1 a 13 di 13
International asset prices and portfolio choices under Bayesian learning
2003-01-01 Guidolin, Massimo
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns
2003-01-01 Guidolin, Massimo; Timmermann, A.
Option prices under Bayesian learning: implied volatility dynamics and predictive densities
2003-01-01 Guidolin, Massimo; Timmermann, A.
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data
2004-01-01 Cassese, G; Guidolin, Massimo
Are the dynamic linkages between the macroeconomy and asset prices time-varying?
2006-01-01 Guidolin, Massimo; Ono, S.
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
2006-01-01 Goncalves, S; Guidolin, Massimo
Term structure of risk under alternative econometric specifications
2006-01-01 Guidolin, Massimo; A., Timmermann
High equity premia and crash fears - Rational foundations
2006-01-01 Guidolin, Massimo
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle
2006-01-01 Guidolin, Massimo
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
2006-01-01 Cassese, G.; Guidolin, Massimo
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
2006-01-01 Guidolin, Massimo; Timmermann, A.
Investing for the Long-Run in European Real Estate
2007-01-01 C., Fugazza; Guidolin, Massimo; G., Nicodano
Properties of Asset Prices under Alternative Learning Schemes
2007-01-01 Guidolin, Massimo; A., Timmermann
Mostrati risultati da 1 a 13 di 13
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