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Phillips, Peter C. B.
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1
Firm behavior under input rationing
Squires, Dale
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001155772
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2
Pricing and
hedging
derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
3
Pricing and
hedging
long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
4
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
5
Local parametric analysis of
hedging
in discrete time
Bossaerts, Peter L.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
A discrete-time
hedging
framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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8
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
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9
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi
- In:
Journal of econometrics
37
(
1988
)
3
,
pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
Saved in:
10
Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin
- In:
Journal of econometrics
142
(
2008
)
2
,
pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
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