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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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Land-price dynamics and macroeconomic fluctuations
Liu, Zheng; Wang, Pengfei; Zha, Tao - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1147-1184
Persistent link: https://www.econbiz.de/10009763130
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Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.; Zhang, Lan - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
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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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Belief disagreements and colateral constraints
Simsek, Alp - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 1-53
Persistent link: https://www.econbiz.de/10009719118
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Collateral avoids Ponzi schemes in incomplete markets
Araújo, Aloísio Barboza de (contributor);  … - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1613-1638
Persistent link: https://www.econbiz.de/10001688098
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Stationary equilibria in asset-pricing models with incomplete markets and collateral
Kubler, Felix; Schmedders, Karl - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1767-1793
Persistent link: https://www.econbiz.de/10001841359
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Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
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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
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Estimating semiparametric ARCH (∞) models by Kernel smoothing methods
Linton, Oliver; Mammen, Enno - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 771-836
Persistent link: https://www.econbiz.de/10002876720