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There are 16706 results for: content related to: Dynamic Models for Prices

  1. Does Money Explain Asset Returns? Theory and Empirical Analysis

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 345–361, K. C. CHAN, SILVERIO FORESI and LARRY H. P. LANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05212.x

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    EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK

    The Journal of Finance

    Volume 25, Issue 2, May 1970, Pages: 383–417, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00518.x

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    Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Accepted manuscript online: 30 SEP 2013, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    DOI: 10.1111/jofi.12110

  4. Measuring the cost of economic fluctuations with preferences that rationalize the equity premium

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 43, Issue 2, May / mai 2010, Pages: 405–422, Angelo Melino

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1540-5982.2010.01591.x

  5. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  6. Modeling Dynamic Programs

    Approximate Dynamic Programming: Solving the Curses of Dimensionality

    Warren B. Powell, Pages: 129–178, 2007

    Published Online : 29 MAR 2007, DOI: 10.1002/9780470182963.ch5

  7. ADAPTIVE CONTROL AND DUOPOLISTIC GAMES: A SIMULATION APPROACH

    Metroeconomica

    Volume 29, Issue 1-2-3, February 1977, Pages: 213–241, C. Michelini and G. Ricci

    Article first published online : 28 JUL 2006, DOI: 10.1111/j.1467-999X.1977.tb00578.x

  8. Multivariate Time Series Analysis

    Time Series Analysis, Fourth Edition

    George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Pages: 551–595, 2013

    Published Online : 19 MAY 2013, DOI: 10.1002/9781118619193.ch14

  9. Inventory Investment and the Empirical Phillips Curve

    Journal of Money, Credit and Banking

    Volume 45, Issue 1, February 2013, Pages: 201–231, YONGSEUNG JUNG and TACK YUN

    Article first published online : 22 JAN 2013, DOI: 10.1111/j.1538-4616.2012.00567.x

  10. Operating rules for multireservoir systems

    Water Resources Research

    Volume 33, Issue 4, April 1997, Pages: 839–852, Rodrigo Oliveira, Daniel P. Loucks

    Article first published online : 9 JUL 2010, DOI: 10.1029/96WR03745

  11. Diversification, Integration and Emerging Market Closed-End Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 835–869, GEERT BEKAERT and MICHAEL S. URIAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02709.x

  12. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

  13. Incomplete-Market Equilibria Solved Recursively on an Event Tree

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1897–1941, BERNARD DUMAS and ANDREW LYASOFF

    Article first published online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01775.x

  14. On testing for independence between the innovations of several time series

    Canadian Journal of Statistics

    Volume 40, Issue 3, September 2012, Pages: 447–479, Pierre Duchesne, Kilani Ghoudi and Bruno Rémillard

    Article first published online : 16 JUL 2012, DOI: 10.1002/cjs.11141

  15. Use of Auxiliary Information in Design

    Sampling Statistics

    Wayne A. Fuller, Pages: 181–249, 2009

    Published Online : 14 AUG 2009, DOI: 10.1002/9780470523551.ch3

  16. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  17. Measuring Fund Strategy and Performance in Changing Economic Conditions

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 425–461, WAYNE E. FERSON and RUDI W. SCHADT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02690.x

  18. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  19. Efficient Markets

    Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

    T. W. Epps, Pages: 229–241, 2009

    Published Online : 23 MAR 2009, DOI: 10.1002/9780470455289.ch15

  20. A CRITICAL NOTE ON THE THEORY OF PRODUCTION

    Australian Economic Papers

    Volume 15, Issue 27, December 1976, Pages: 252–266, DAVID P. LEVINE

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-8454.1976.tb00573.x