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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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1
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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2
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
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3
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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4
Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.
;
Chen, Yu
;
Cosimano, Thomas F.
; …
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
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5
Rational asset pricing bubbles
Santos Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10001217068
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6
Marriage, labor supply, and home production
Goussé, Marion
;
Jacquemet, Nicolas
;
Robin, Jean-Marc
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1873-1919
Persistent link: https://www.econbiz.de/10011791635
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7
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity
theory
for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
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8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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9
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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10
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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