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Fernández-Villaverde, Jesús
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Games and economic behavior
658
Journal of economic theory
463
Economics letters
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Journal of econometrics
245
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER working paper series
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International journal of game theory : official journal of the Game Theory Society
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NBER Working Paper
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Journal of economic behavior & organization : JEBO
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Journal of banking & finance
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Journal of economic dynamics & control
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The American economic review
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Mathematical social sciences
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Finance research letters
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Journal of empirical finance
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Economic modelling
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Social choice and welfare
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
99
Journal of mathematical economics
95
International journal of theoretical and applied finance
94
The review of economic studies
93
CESifo working papers
91
The review of financial studies
91
International journal of forecasting
90
European economic review : EER
84
International review of economics & finance : IREF
81
International economic review
80
Nota di lavoro / Fondazione Eni Enrico Mattei
80
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
79
Theory and decision : an international journal for multidisciplinary advances in decision science
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Applied economics
77
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ECONIS (ZBW)
23,787
EconStor
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RePEc
2
ArchiDok
1
Other ZBW resources
1
Showing
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10
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23,812
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date (oldest first)
1
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
3
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
4
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
5
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
6
A kernel variant for general cooperative games : characterization results
Christensen, Flemming
-
1991
Persistent link: https://www.econbiz.de/10000818638
Saved in:
7
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
8
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
-
1996
Persistent link: https://www.econbiz.de/10000596784
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
10
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
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