Citation: Carrasco, Marine et Chen, Xiaohong, Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models, Econometric theory (Online) , 18(1), 2002, pp. 17-39
Citation: Chen, Xiaohong et C. Ludvigson, Sydney, Land of addicts? An empirical investigation of habit-based asset pricing models, Journal of applied econometrics , 24(7), 2009, pp. 1057-1093
Authors:
Chen, Xiaohong
Hansen, Lars Peter
Scheinkman, José
Citation: Chen, Xiaohong et al., Nonlinear principal components and long-run implications of multivariate diffusions, Annals of statistics , 37(6B), 2009, pp. 4279-4312