Narrow search
Showing 1 - 10 of 852
Cover Image
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 98 (2010) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Cover Image
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel - In: Journal of financial economics 78 (2005) 3, pp. 651-684
Persistent link: https://www.econbiz.de/10003228840
Cover Image
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 118 (2015) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Cover Image
Inferring latent social networks from stock holdings
Hong, Harrison G.; Xu, Jiangmin - In: Journal of financial economics 131 (2019) 2, pp. 323-344
Persistent link: https://www.econbiz.de/10012131544
Cover Image
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano; Kelly, Bryan T.; Pruitt, Seth - In: Journal of financial economics 119 (2016) 3, pp. 457-471
Persistent link: https://www.econbiz.de/10011589904
Cover Image
Long-horizon regressions : theoretical results and applications
Valkanov, Rossen - In: Journal of financial economics 68 (2003) 2, pp. 201-232
Persistent link: https://www.econbiz.de/10001752238
Cover Image
Predictive regressions
Stambaugh, Robert F. - In: Journal of financial economics 54 (1999) 3, pp. 375-421
Persistent link: https://www.econbiz.de/10001429025
Cover Image
Predictive regressions with time-varying coefficients
Dangl, Thomas; Halling, Michael - In: Journal of financial economics 106 (2012) 1, pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Cover Image
Pricing the term structure with linear regressions
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 110 (2013) 1, pp. 110-138
Persistent link: https://www.econbiz.de/10010207769
Cover Image
Trading rules, competition for order flow and market fragmentation
Kwan, Amy; Masulis, Ronald W.; McInish, Thomas H. - In: Journal of financial economics 115 (2015) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011347488