Eva-Maria Küchlin

Eberhard Karls Universitaet Tuebingen

Research Assistant

Mohlstrasse 36

Tuebingen, 72074

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

747

SSRN CITATIONS

6

CROSSREF CITATIONS

10

Scholarly Papers (3)

Give Me Strong Moments and Time: Combining GMM and SMM to Estimate the Long-Run Risk Asset Pricing Model

Number of pages: 63 Posted: 29 Jan 2014 Last Revised: 10 Aug 2016
Joachim Grammig and Eva-Maria Küchlin
University of Tübingen and Eberhard Karls Universitaet Tuebingen
Downloads 264 (216,170)
Citation 1

Abstract:

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asset pricing, long-run risk, simulation-based estimation

Give Me Strong Moments and Time: Combining GMM and SMM to Estimate the Long-Run Risk Asset Pricing Model

CFS Working Paper No. 479
Number of pages: 64 Posted: 11 Oct 2014 Last Revised: 31 Dec 2015
Joachim Grammig and Eva-Maria Küchlin
University of Tübingen and Eberhard Karls Universitaet Tuebingen
Downloads 113 (454,627)
Citation 3

Abstract:

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asset pricing, long-run risk, simulated method of moments

A Two-Step Indirect Inference Approach to Estimate the Long-Run Risk Asset Pricing Model

Number of pages: 73 Posted: 10 Aug 2016 Last Revised: 27 May 2017
Joachim Grammig and Eva-Maria Küchlin
University of Tübingen and Eberhard Karls Universitaet Tuebingen
Downloads 227 (251,037)
Citation 3

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indirect inference estimation, asset pricing, long-run risk

A Two-Step Indirect Inference Approach to Estimate the Long-Run Risk Asset Pricing Model

CFS Working Paper, No. 572
Number of pages: 76 Posted: 20 Sep 2017 Last Revised: 16 Jan 2018
Joachim Grammig and Eva-Maria Küchlin
University of Tübingen and Eberhard Karls Universitaet Tuebingen
Downloads 53 (716,470)
Citation 3

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Indirect Inference Estimation, Asset Pricing, Long-Run Risk

3.

Filtering Methods for the Estimation of the Long-Run Risk Asset Pricing Model

Number of pages: 49 Posted: 10 Nov 2016
Eva-Maria Küchlin
Eberhard Karls Universitaet Tuebingen
Downloads 90 (528,267)

Abstract:

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asset pricing, long-run risk, state-space models, maximum likelihood estimation, Kalman filter, particle filter