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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Calin, Ovidiu L."
~person:"Duffie, Darrell"
~person:"Giglio, Stefano"
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Calin, Ovidiu L.
Duffie, Darrell
Giglio, Stefano
Ross, Stephen A.
3
Cox, John C.
2
Epstein, Larry G.
2
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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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7
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ECONIS (ZBW)
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1
No-bubble condition : model-free tests in housing markets
Giglio, Stefano
;
Maggiori, Matteo
;
Stroebel, Johannes
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10011579617
Saved in:
2
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
Saved in:
3
Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.
;
Chen, Yu
;
Cosimano, Thomas F.
; …
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
Saved in:
4
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
Saved in:
5
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
6
The consumption-based capital asset pricing model
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10001078856
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