search query: @author Nelson, C. R. / total: 7
references: 1-7 / 7
« previous page | next page »
 titleyearauthor
1.
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Journal of Empirical Finance
2001 : SEP, VOL. 8:4, p. 403-426
 2001 Kim, C.-J.
Morley, J. C.
Nelson, C. R.
2.
Friedman's plucking model of business fluctuations: test and estimates of permanent and transitory components
Journal of Money, Credit and Banking
1999 : AUG, VOL. 31:3 Pt.1, p. 317-334
 1999 Kim, C.-J.
Nelson, C. R.
3.
Mean reversion in stock prices? A reappraisal of the empirical evidence.
Review of Economic Studies
1991 : MAY, VOL. 58:195, p. 515-528
 1991 Kim, M. J.
Nelson, C. R.
Startz, R.
4.
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one.
Journal of Business
1990 : JAN, VOL. 63:1, p. S125-S140
 1990 Nelson, C. R.
Startz, R.
5.
Long-term behaviour of yield curves.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 105-110
 1988 Siegel, A. F.
Nelson, C. R.
6.
Parsimonious modelling of yield curves
Journal of Business
1987 : OCT, VOL. 60:4, p.473-489
 1987 Nelson, C. R.
Siegel, A. P.
7.
Parsimonious modeling of yield curves.
Journal of Business
1987 : OCT, VOL. 60:4, p. 473-489
 1987 Nelson, C. R.
Siegel, A. F.
« previous page | next page »
SCIMA