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1
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
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2
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
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3
Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
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4
Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
Saved in:
5
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
6
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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7
Intertemporal asset pricing : an empirical investigation
Shanken, Jay
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001332078
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8
Residual risk revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
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9
Heterogeneous information arrival and option pricing
Asea, Patrick K.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
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10
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
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