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Up a level- Journal of Economic Literature Classification (45)
- C - Mathematical and Quantitative Methods (45)
- C5 - Econometric Modeling (45)
- C50 - General (1)
- C5 - Econometric Modeling (45)
- C - Mathematical and Quantitative Methods (45)
2010
Bonomo, Marco, Garcia, René
, Meddahi, Nour and Tédongap, Roméo
(2010)
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices.
TSE Working Paper, n. 10-187
2011
Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo
(2011)
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices.
Review of Financial Studies, 24 (1).
pp. 82-122.
2015
Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo
(2015)
The long and the short of the risk-return trade-off?
Journal of Econometrics, 187 (n°2).
pp. 580-592.
2019
Chiappori, Pierre-André, Salanié, Bernard, Salanié, François and Gandhi, Amit
(2019)
From Aggregate Betting Data to Individual Risk Preferences.
Econometrica, vol. 87 (n° 1).
pp. 1-36.
2024
Reynaert, Mathias, Xu, Wenxuan and Zhao, Hanlin
(2024)
Estimating Choice Models with Unobserved Expectations over Attributes.
TSE Working Paper, n. 24-1571, Toulouse
2025
Musolesi, Antonio, Prete, Giada Andrea and Simioni, Michel
ORCID: https://orcid.org/0000-0002-4516-8750
(2025)
Is infrastructure capital really productive? Nonparametric modeling and data-driven model selection in a cross-sectionally dependent panel framework.
Journal of Productivity Analysis.
