search query: @author Scott, L. O. / total: 6
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1.
Estimating the marginal rate of substitution in the intertemporal capital asset pricing model
Review of Economics and Statistics
1989 : AUG, VOL. 71:3, p. 365-375
 1989 Scott, L. O.
2.
Stock Price Changes with Random Volatility and Jumps: Some Empirical Analysis
Quarterly Review of Economics and Business
1989 : SPRING, VOL. 29:1, p.21-32
 1989 Scott, L. O.
3.
Option pricing when the variance changes randomly : theory, estimation and an application.
Journal of Financial and Quantitative Analysis
1987 : DEC, VOL. 22:4, p. 419-438
 1987 Scott, L. O.
4.
The present value model of stock prices: Regression tests and Monte Carlo results. (!VALUE MODELS)
Review of Economics and Statistics
1985 : NOV, VOL. 67:4, p. 599-605
 1985 Scott, L. O.
5.
Uncertain inflation and the input-output choices of competitive firms.
Quarterly Review of Economics and Business
1985 : AUTUMN, VOL. 25:3, p. 48-54
 1985 Chen, K. C.
Scott, L. O.
6.
The stationarity of the conditional mean of real rates of return on common stocks : an empirical investigation.
Journal of Financial and Quantitative Analysis
1984 : JUN, VOL. 19:2, p. 217-230
 1984 Scott, L. O.
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