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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
On periodic structures and testing for seasonal unit roots
Ghysels, Eric, (1998)