Narrow search
Showing 1 - 10 of 1,529
Cover Image
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 6, pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Cover Image
Generalized method of integrated moments for high-frequency data
Li, Jia; Xiu, Dacheng - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Cover Image
Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.; Plott, Charles; Zame, William R. - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
Cover Image
Entropic latent variable integration via simulation
Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 1, pp. 345-385
Persistent link: https://www.econbiz.de/10010404630
Cover Image
Estimating long memory in volatility
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1283-1328
Persistent link: https://www.econbiz.de/10003013700
Cover Image
Identification using stability restrictions
Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 5, pp. 1799-1851
Persistent link: https://www.econbiz.de/10011556917
Cover Image
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Cover Image
Optimal consumption and portfolio rules with durability and local substitution
Hindy, Ayman - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 85-121
Persistent link: https://www.econbiz.de/10001139703
Cover Image
Uncertainty aversion, risk aversion, and the optimal choice of portfolio
Dow, James - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 197-204
Persistent link: https://www.econbiz.de/10001121802
Cover Image
Asset demands without the independence axiom
Dekel-Tabak, Eddie - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 1, pp. 163-169
Persistent link: https://www.econbiz.de/10001064616