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The credit-constrained consumer : an empirical study of demand and supply in the loan market
Perraudin, William R. M. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001124467
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Andersen, Torben G.; Sørensen, Bent E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 328-352
Persistent link: https://www.econbiz.de/10008220255