Angelo Melino
Books
- Estimating the Continuous Time Consumption Based Asset Pricing Model
- Essays on estimation and inference in linear rational expectations models
- Estimation of continuous-time models in finance
- Estimation of unit averaged diffusion processes
- Pricing foreign currency options with stochastic volatility
- The pricing of foreign currency options
- The term structure of interest rates
- Cyclical Behavior of Prices and Quantities in the Automobile Market
Author data: Open Library