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The size and power of the variance ratio test in finite samples : A Monte Carlo investigation
Lo, Andrew W.; MacKinlay, A. Craig - In: Journal of Econometrics 40 (1989) 2, pp. 203-238
Persistent link: https://www.econbiz.de/10005228823
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An econometric analysis of nonsynchronous trading
Lo, Andrew W.; Craig MacKinlay, A. - In: Journal of Econometrics 45 (1990) 1-2, pp. 181-211
Persistent link: https://www.econbiz.de/10005286053
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Spectral GMM estimation of continuous-time processes
Chacko, George; Viceira, Luis M. - In: Journal of Econometrics 116 (2003) 1-2, pp. 259-292
Persistent link: https://www.econbiz.de/10005122567
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Nonparametric risk management and implied risk aversion
Ait-Sahalia, Yacine; Lo, Andrew W. - In: Journal of Econometrics 94 (2000) 1-2, pp. 9-51
Persistent link: https://www.econbiz.de/10005122615
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Logit versus discriminant analysis : A specification test and application to corporate bankruptcies
Lo, Andrew W. - In: Journal of Econometrics 31 (1986) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10005192976
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Editors' introduction
Campbell, John Y.; Melino, Angelo - In: Journal of Econometrics 45 (1990) 1-2, pp. 1-5
Persistent link: https://www.econbiz.de/10005052750