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Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
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Recursive equilibrium in stochastic overlapping-generations economies
Citanna, Alessandro; Siconolfi, Paolo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 309-347
Persistent link: https://www.econbiz.de/10003989230
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Mortgage terminations, heterogeneity and the exercise of mortgage options
Deng, Yongheng; Quigley, John M.; Van Order, Robert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 275-307
Persistent link: https://www.econbiz.de/10001466181
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Endogenous liquidity and defaultable bonds
He, Zhiguo; Milbradt, Konstantin - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 4, pp. 1443-1508
Persistent link: https://www.econbiz.de/10010506461
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Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
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A quantitative theory of unsecured consumer credit with risk of default
Chatterjee, Satyajit; Corbae, Dean; Nakajima, Makoto; … - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1525-1589
Persistent link: https://www.econbiz.de/10003611768
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Long-term risk : a martingale approach
Qin, Likuan; Linetsky, Vadim - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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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