NONPARAMETRIC STOCHASTIC VOLATILITY

JOURNAL ARTICLE published December 2018 in Econometric Theory

Authors: Federico M. Bandi | Roberto Renò

Cognitive Biases and the Representative Agent

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp

Arbitrage Pricing and Equilibrium Pricing: Compatibility Conditions

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp

MULTIVARIATE ECOGARCH PROCESSES

JOURNAL ARTICLE published April 2011 in Econometric Theory

Authors: Stephan Haug | Robert Stelzer

Unbiased Disagreement and the Efficient Market Hypothesis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp

Unbiased Disagreement and the Efficient Market Hypothesis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Clotilde Napp | Elyes Jouini

On Abel's Concept of Doubt and Pessimism

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp

Evolutionary Beliefs in Financial Market

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp | Yannick Viossat

Gurus and belief manipulation

JOURNAL ARTICLE published September 2015 in Economic Modelling

Authors: Elyès Jouini | Clotilde Napp

ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS

JOURNAL ARTICLE published June 2013 in Econometric Theory

Authors: Marco Avarucci | Eric Beutner | Paolo Zaffaroni

LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY

JOURNAL ARTICLE published December 2021 in Econometric Theory

Authors: Qiying Wang

Stereotypes, underconfidence and decision-making with an application to gender and math

JOURNAL ARTICLE published April 2018 in Journal of Economic Behavior & Organization

Authors: Elyès Jouini | Paul Karehnke | Clotilde Napp

Multivariate Regression Subject to Orthogonality Conditions

JOURNAL ARTICLE published October 1997 in Econometric Theory

Authors: R.W. Farebrother

Evolutionary Strategic Beliefs and Financial Markets

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp | Yannick Viossat

Discounting and Divergence of Opinion

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp | Jean-Michel Marin

Subjective expectations and medical testing

JOURNAL ARTICLE published October 2015 in Economics Letters

Authors: Elyès Jouini | Clotilde Napp

Multivariate Regression with Unequal Number of Observations

JOURNAL ARTICLE published August 1996 in Econometric Theory

Authors: Enrique Sentana

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp

Societal Inequalities Amplify Gender Gaps in Math

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Thomas Breda | Elyes Jouini | Clotilde Napp

How to Aggregate Experts Discount Rates: An Equilibrium Approach

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Elyes Jouini | Clotilde Napp