Diego Ronchetti
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs
2020-01-01 Gagliardini, Patrick; Ronchetti, Diego
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance
2020-01-01 Gagliardini, Patrick; Ronchetti, Diego
Semi-parametric estimation of American option prices
2013-01-01 Gagliardini, P.; Ronchetti, D.
Title | Issue Date | Author(s) | Journal | Publisher |
---|---|---|---|---|
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs | 1-Jan-2020 | Gagliardini, Patrick; Ronchetti, Diego | JOURNAL OF FINANCIAL ECONOMETRICS | - |
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance | 1-Jan-2020 | Gagliardini, Patrick; Ronchetti, Diego | JOURNAL OF FINANCIAL ECONOMETRICS | - |
Semi-parametric estimation of American option prices | 1-Jan-2013 | Gagliardini, P.; Ronchetti, D. | JOURNAL OF ECONOMETRICS | - |
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