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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International review of financial analysis"
~person:"Tauchen, George Eugene"
~subject:"CAPM"
~subject:"Instrumental variables"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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2
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
3
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
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