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Financial econometrics
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Essays on the econometrics of option pricing
Vladimirov, Evgenii
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2024
Persistent link: https://www.econbiz.de/10014491683
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
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Sargent, Thomas J.
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2019
Persistent link: https://www.econbiz.de/10012020264
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Sparse signals in the cross-section of returns
Chinco, Alexander M.
;
Clark-Joseph, Adam D.
;
Ye, Mao
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2017
Persistent link: https://www.econbiz.de/10011754509
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4
Identifying and predicting financial earthquakes using Hawkes processes
Gresnigt, Francine
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2020
Persistent link: https://www.econbiz.de/10012161287
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