A Nonparametric GMM Series Approach to Solving Multi-equation Asset Pricing Models with Recursive Preferences

2016 ◽  
Author(s):  
Liyuan Cui ◽  
Yongmiao Hong
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Recursive Preferences ◽  
Asset Pricing Models

Habits or Recursive Preferences? Estimating Production-Based Asset Pricing Models

2008 ◽  
Author(s):  
Ralph S. J. Koijen ◽  
Juan Francisco Rubio-Ramirez ◽  
Jules H. van Binsbergen ◽  
Jesús Fernández-Villaverde
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Recursive Preferences ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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