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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Implied stochastic volatility models
Aït-Sahalia, Yacine; Li, Chenxu; Li, Chen Xu - In: The review of financial studies 34 (2021) 1, pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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Improved estimates of higher-order comoments and implications for portfolio selection
Martellini, Lionel; Ziemann, Voker - In: The review of financial studies 23 (2010) 4, pp. 1467-1502
Persistent link: https://www.econbiz.de/10003959855
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Information in (and not in) the term structure
Duffee, Greg - In: The review of financial studies 24 (2011) 9, pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
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Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.; Matsa, David A. - In: The review of financial studies 27 (2014) 2, pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: The review of financial studies 18 (2005) 2, pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Lui, Jun - In: The review of financial studies 17 (2004) 2, pp. 339-378
Persistent link: https://www.econbiz.de/10002026857
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah - In: The review of financial studies 7 (1994) 3, pp. 451-473
Persistent link: https://www.econbiz.de/10001169085