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Paseka, Alex's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
152 |
Total
Citations
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1.
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Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
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Theocharides, George Cyprus International Institute of Management (CIIM) Paseka, Alex University of Manitoba
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Posted:
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07 Sep 07
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Last Revised:
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18 Jan 10
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Paseka, Alex University of Manitoba Theocharides, George Cyprus International Institute of Management (CIIM)
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Theocharides, George Cyprus International Institute of Management (CIIM) Paseka, Alex University of Manitoba
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07 Sep 07
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Last Revised:
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09 Dec 09
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Consumption-based Asset Pricing, Consumption Growth Predictability, Return Predictability, Equity Volatility Puzzle
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2.
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Paseka, Alex University of Manitoba Koulis, Theodoro University of Manitoba - Department of Statistics Thavaneswaran, A. University of Manitoba
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affine process, dynamic term structure models, jump-diffusions, quadratic-Gaussian DTSMs
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