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Journal of econometrics
The journal of futures markets
48
Journal of banking & finance
23
Journal of financial and quantitative analysis : JFQA
20
Advances in futures and options research : a research annual
19
Applied financial economics
17
The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
15
The European journal of finance
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International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of finance
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Discussion paper
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Economic modelling
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European journal of operational research : EJOR
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Finance and economics discussion series
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International journal of bonds and derivatives
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wi - Wirtschaft
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Always learning
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1
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
2
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
3
Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
5
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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