1 "시장위험의 구조적 변화와 주가수익률의 결정요인에 관한 연구" 33 (33): 95 -134, 2004
2 "발생액 이상현상과 위험평가" 36 (36): 425 -461, 2007
3 "When is Time Continu-ous?" 55 : 173-204, 2000
4 "Time Varying Conditional Covariances in Tests of As-set Pricing Models Journal of Financial Economics 24" 289-317, 1989
5 "The Econometrics of Financial Markets" Princeton University Press, Princeton, New Jersey 1997
6 "The Cross-Section of Expected Stock Returns Journal of Finance 47" 427-465, 1992
7 "The Arbitrage Theory of Capital Asset P ricing Journal of Economic Theory13" 341-360, 1976
8 "Stochastic Differential Equations: An Introduction with Applica-tions" Springer, Berlin, Germany 2003
9 "Multivariate tests of financial mode ls Journal of Financial Economics 10" 3-27, 1982
10 "Multifactor Portfolio Efficiency and Mult ifactor Asset Pricing" 31 : 441-465, 1996
1 "시장위험의 구조적 변화와 주가수익률의 결정요인에 관한 연구" 33 (33): 95 -134, 2004
2 "발생액 이상현상과 위험평가" 36 (36): 425 -461, 2007
3 "When is Time Continu-ous?" 55 : 173-204, 2000
4 "Time Varying Conditional Covariances in Tests of As-set Pricing Models Journal of Financial Economics 24" 289-317, 1989
5 "The Econometrics of Financial Markets" Princeton University Press, Princeton, New Jersey 1997
6 "The Cross-Section of Expected Stock Returns Journal of Finance 47" 427-465, 1992
7 "The Arbitrage Theory of Capital Asset P ricing Journal of Economic Theory13" 341-360, 1976
8 "Stochastic Differential Equations: An Introduction with Applica-tions" Springer, Berlin, Germany 2003
9 "Multivariate tests of financial mode ls Journal of Financial Economics 10" 3-27, 1982
10 "Multifactor Portfolio Efficiency and Mult ifactor Asset Pricing" 31 : 441-465, 1996
11 "Multifactor Explan ations of Asset Pricing Anomalies" 51 : 55-84, 1996
12 "Journal of Finance 44" 871-887, 1989
13 "Generalized Instrumental Variables Estimation of Nonlinea r Rational Expectations Models" eco (eco): 1269-1286, 1982
14 "Em-pirical Tests of the Consumption-Oriented CAPM Journal of Finance 44" 231-262, 1989
15 "Common risk factor s in the re-turns on stocks and bonds Journal of Financial Economics 33" 3-56, 1993
16 "An intertem-poral general equilibrium model of assets prices" eco (eco): 363-384, 1985a
17 "An Unconditional Asset Prici ng Test and the Role of Firm Size as an Instrumental Variable for Risk Journal of Finance 43" 309-325, 1988
18 "An Intertemporal Asset pricing Model with Stochastic Consumption and Investment Opportunities Journal of Financial Econom-ics7" 265-296, 1979
19 "A theory of the term structure of interest rates" eco (eco): 385-408, 1985b
20 "A Theory of Mar ket Equilibrium under Conditions of Risk Journal of Finance 19" 425-442, 1964
21 "A Heteroskedastic ity-Consistent Covariance Mat rix Estimator and a Direct Test for Heteroskedasticity" eco (eco): 817-838, 1980