Affine Disagreement and Asset Pricing.
- Published in:
- American Economic Review, 2010, v. 100, n. 2, p. 522, doi. 10.1257/aer.100.2.522
- By:
- Publication type:
- Article
Works by Joslin, Scott
Results: 13
1
2
Interest Rate Volatility and No-Arbitrage Affine Term Structure Models.
- Published in:
- Management Science, 2021, v. 67, n. 12, p. 7391, doi. 10.1287/mnsc.2020.3858
- By:
- Publication type:
- Article
3
Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities?
- Published in:
- Management Science, 2018, v. 64, n. 4, p. 1707, doi. 10.1287/mnsc.2016.2623
- By:
- Publication type:
- Article
4
Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets.
- Published in:
- Review of Financial Studies, 2019, v. 32, n. 1, p. 228, doi. 10.1093/rfs/hhy004
- By:
- Publication type:
- Article
5
Generalized Transform Analysis of Affine Processes and Applications in Finance.
- Published in:
- Review of Financial Studies, 2012, v. 25, n. 7, p. 2225, doi. 10.1093/rfs/hhs065
- By:
- Publication type:
- Article
6
Rare Disasters and Risk Sharing with Heterogeneous Beliefs.
- Published in:
- Review of Financial Studies, 2012, v. 25, n. 7, p. 2189, doi. 10.1093/rfs/hhs064
- By:
- Publication type:
- Article
7
A New Perspective on Gaussian Dynamic Term Structure Models.
- Published in:
- Review of Financial Studies, 2011, v. 24, n. 3, p. 926, doi. 10.1093/rfs/hhq128
- By:
- Publication type:
- Article
8
AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS.
- Published in:
- Econometric Theory, 2003, v. 19, n. 6, p. 1123, doi. 10.1017/S0266466603196090
- By:
- Publication type:
- Article
9
Gaussian Macro-Finance Term Structure Models with Lags.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 4, p. 581, doi. 10.1093/jjfinec/nbt012
- By:
- Publication type:
- Article
10
Anonic Silicon Hydrogels Affect the Concentration of Proteins in Tears during Wear.
- Published in:
- Current Eye Research, 2024, v. 49, n. 3, p. 242, doi. 10.1080/02713683.2023.2294702
- By:
- Publication type:
- Article
11
New Convenient Methods for the Preparation of Pendant Chain Cyclobutadiene Tricarbonyliron Complexes.
- Published in:
- Synthetic Communications, 1992, v. 22, n. 10, p. 1385, doi. 10.1080/00397919208021603
- By:
- Publication type:
- Article
12
The thermal and mechanical behavior of poly(ethylene terephthalate) fibers incorporating novel thermotropic liquid crystalline copolymers.
- Published in:
- Journal of Applied Polymer Science, 1994, v. 54, n. 4, p. 439, doi. 10.1002/app.1994.070540404
- By:
- Publication type:
- Article
13
A novel TLCP blended with PET and PC matrices.
- Published in:
- Journal of Applied Polymer Science, 1994, v. 54, n. 3, p. 289, doi. 10.1002/app.1994.070540303
- By:
- Publication type:
- Article