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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tel Aviv
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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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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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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
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