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Estimating the elasticity of intertemporal substitution when instruments are weak
Yogo, Motohiro (contributor) - 2004
Persistent link: https://www.econbiz.de/10003229584
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Parametric and nonparametric volatility measurement
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
Persistent link: https://www.econbiz.de/10003229526
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The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X. (contributor);  … - 2004 - rev
Persistent link: https://www.econbiz.de/10003229558
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Going public : public debt or public equity?
Berkovitch, Elazar (contributor); Gesser, Ruth (contributor) - 2004 - rev
Persistent link: https://www.econbiz.de/10003229596
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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Modeling and forecasting realized volatility
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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Corporate bankruptcy reorganizations : estimates from a bargaining model
Eraslan, Hulya (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022891
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Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649