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Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
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Eigenvalue ratio test for the number of factors
Ahn, Seung Chan; Horenstein, Alex R. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1203-1227
Persistent link: https://www.econbiz.de/10009763126
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Consistency of Kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de; Davidson, James - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 407-423
Persistent link: https://www.econbiz.de/10001466211
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Asymptotic variance of semiparametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 315-340
Persistent link: https://www.econbiz.de/10009719102
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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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Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Grossman, Sanford J. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10001084886
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The identification of beliefs from asset demand
Kubler, Felix; Polemarchakis, Heraklis M. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
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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
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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
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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