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1
Uncertainty and unemployment
Schaal, Edouard
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1675-1721
Persistent link: https://www.econbiz.de/10011791618
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2
Bootstrapping realized
volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10003866987
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3
Liquidity and trading dynamics
Guerrieri, Veronica
;
Lorenzoni, Guido
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1751-1790
Persistent link: https://www.econbiz.de/10003943419
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
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5
The network origins of aggregate fluctuations
Acemoglu, Daron
;
Carvalho, Vasco M.
;
Ozdaglar, Asuman E.
; …
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10009665479
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6
Endogenous completeness of diffusion driven equilibrium markets
Hugonnier, Julien
;
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1249-1270
Persistent link: https://www.econbiz.de/10009629012
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7
Using asset prices to measure the persistence of the marginal utility of wealth
Alvarez, Fernando
;
Jermann, Urban J.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10003185987
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8
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
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9
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
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10
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
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