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1
A rational
theory
of mutual funds' attention allocation
Kacperczyk, Marcin
;
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
2
,
pp. 571-626
Persistent link: https://www.econbiz.de/10011552541
Saved in:
2
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
3
Quantile selection models with an application to understanding changes in wage inequality
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011738445
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4
Existence and uniqueness of equilibria when preferences are additively separable
Dana, Rose-Anne
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 953-957
Persistent link: https://www.econbiz.de/10001147100
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5
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
Saved in:
6
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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7
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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8
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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9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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10
Disclosures and asset returns
Shin, Hyun Song
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10001731102
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