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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
A mechanism-design approach to speculative trade
Eliaz, Kfir
;
Spiegler, Ran
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
3
,
pp. 875-884
Persistent link: https://www.econbiz.de/10003473323
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2
Efficient
derivative
pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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3
Entry and exit in OTC derivatives markets
Atkeson, Andrew
;
Eisfeldt, Andrea L.
;
Weill, Pierre-Olivier
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2231-2292
Persistent link: https://www.econbiz.de/10011431542
Saved in:
4
Nonparametric pricing of interest rate
derivative
securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
Saved in:
5
Information and efficiency in tender offers
Marquez, Robert
;
Yılmaz, Bilge
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10003765871
Saved in:
6
Herding and contrarian behavior in financial markets
Park, Andreas
;
Sabourian, Hamid
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 973-1026
Persistent link: https://www.econbiz.de/10009267089
Saved in:
7
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:
8
Equilibrium in continuous-time financial markets : endogenously dynamically complete markets
Anderson, Robert M.
;
Raimondo, Roberto C.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 841-907
Persistent link: https://www.econbiz.de/10003740273
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9
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
10
The Lucas orchard
Martin, Ian
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
1
,
pp. 55-111
Persistent link: https://www.econbiz.de/10009719114
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