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~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation"
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Journal of macroeconomics
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
Saved in:
2
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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3
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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4
Can costs of consumption adjustment explain asset pricing puzzles?
Marshall, David A.
;
Parekh, Nayan G.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
2
,
pp. 623-654
Persistent link: https://www.econbiz.de/10001367858
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5
The sampling error in estimates of mean-variance efficient portfolio weights
Britten-Jones, Mark
- In:
The journal of finance : the journal of the American …
54
(
1999
)
2
,
pp. 655-671
Persistent link: https://www.econbiz.de/10001367859
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6
A survey of alternative methodologies for estimating potential output and the output gap
Dupasquier, Chantal
;
Guay, Alain
;
St-Amant, Pierre
- In:
Journal of macroeconomics
21
(
1999
)
3
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001388304
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7
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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8
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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9
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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10
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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