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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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ECONIS (ZBW)
1,516
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1
Asset prices in an exchange economy with habit formation
Detemple, Jérôme B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
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2
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
3
Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
4
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
Saved in:
4
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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5
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Saved in:
6
A general approach to the arbitrage pricing
theory
(APT)
Reisman, Haim
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
2
,
pp. 473-476
Persistent link: https://www.econbiz.de/10001041536
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7
An intertemporal general equilibrium asset pricing model : the case of diffusion information
Huang, Chi-fu
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
1
,
pp. 117-147
Persistent link: https://www.econbiz.de/10001016507
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8
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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9
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
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10
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
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