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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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Entry and exit in OTC derivatives markets
Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2231-2292
Persistent link: https://www.econbiz.de/10011431542
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A mechanism-design approach to speculative trade
Eliaz, Kfir; Spiegler, Ran - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 3, pp. 875-884
Persistent link: https://www.econbiz.de/10003473323
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Asset prices in an exchange economy with habit formation
Detemple, Jérôme B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
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Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
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A test of the efficiency of a given portfolio
Gibbons, Michael R. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
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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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A general approach to the arbitrage pricing theory (APT)
Reisman, Haim - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 2, pp. 473-476
Persistent link: https://www.econbiz.de/10001041536