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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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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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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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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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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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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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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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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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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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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