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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
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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
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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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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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Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models
Zadrozny, Peter A. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 2, pp. 467-472
Persistent link: https://www.econbiz.de/10001041540
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An information good market with symmetric externalities
Muto, Shigeo - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10001008094
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The present value of profits and cyclical movements in investment
Abel, Andrew B. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 2, pp. 249-273
Persistent link: https://www.econbiz.de/10001008096
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Semiparametric estimation of a proportional Hazard model with unobserved heterogeneity
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1001-1028
Persistent link: https://www.econbiz.de/10001405835
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On the existence of pure and mixed strategy nash equilibria in discontinuous games
Reny, Philip J. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1029-1056
Persistent link: https://www.econbiz.de/10001405850
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853