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1
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
2
The implied
arbitrage
mechanism in financial markets
Shiyi, Chen
;
Chng, Michael T.
;
Liu, Qingfu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
Saved in:
3
The affine
arbitrage
-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
5
Agricultural
arbitrage
and risk preferences
Pope, Rulon D.
;
LaFrance, Jeffrey T.
;
Just, Richard E.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009270718
Saved in:
6
Firm behavior under input rationing
Squires, Dale
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001155772
Saved in:
7
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
8
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
9
Econometric methods for
derivative
securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
10
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
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