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Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets / Michael W. Brandt, Pedro Santa-Clara. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0274.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2001
Online resources:
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0274.

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International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) / Michael W. Brandt, John H. Cochrane, Pedro Santa-Clara. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w8404.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2001
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w8404.

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Two Trees: Asset Price Dynamics Induced by Market Clearing / John H. Cochrane, Francis A. Longstaff, Pedro Santa-Clara. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10116.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2003
Online resources:
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10116.

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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns / Michael W. Brandt, Pedro Santa-Clara, Rossen Valkanov. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10996.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Online resources:
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10996.

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A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability / Michael W. Brandt, Amit Goyal, Pedro Santa-Clara, Jonathan Storud. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10934.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Online resources:
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10934.

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Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies / Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10914.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Online resources:
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10914.

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There is a Risk-Return Tradeoff After All / Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10913.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10913.

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Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options / Pedro Santa-Clara, Shu Yan. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10912.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10912.

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Dynamic Portfolio Selection by Augmenting the Asset Space / Michael W. Brandt, Pedro Santa-Clara. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10372.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10372.

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Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole / Miguel A. Ferreira, Pedro Santa-Clara. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w14571.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2008
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w14571.

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Professor Zipf goes to Wall Street / Yannick Malevergne, Pedro Santa-Clara, Didier Sornette. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w15295.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2009
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Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w15295.

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