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1
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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2
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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3
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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4
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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5
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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6
Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models
Zadrozny, Peter A.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
2
,
pp. 467-472
Persistent link: https://www.econbiz.de/10001041540
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7
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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8
Instrumental variable treatment of nonclassical measurement error models
Hu, Yingyao
;
Schennach, Susanne M.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 194-216
Persistent link: https://www.econbiz.de/10003726591
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9
Investment reversibility and agency cost of debt
Manso, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
2
,
pp. 437-442
Persistent link: https://www.econbiz.de/10003726593
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10
Computing the distributions of economic models via simulation
Stachurski, John
;
Martin, Vance
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
2
,
pp. 443-450
Persistent link: https://www.econbiz.de/10003726595
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