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Phillips, Peter C. B.
37
Koop, Gary
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18
Aït-Sahalia, Yacine
17
Todorov, Viktor
17
Lee, Lung-fei
16
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15
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14
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9
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9
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9
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9
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9
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Journal of econometrics
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ECONIS (ZBW)
1,884
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1
"Stochastically more
risk
averse" : a contextual
theory
of stochastic discrete choice under
risk
Wilcox, Nathaniel T.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
Saved in:
2
Expected utility and catastrophic
risk
in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
3
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
5
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
6
Density inference for ranking European research systems in the field of economics
Lubrano, Michel
;
Protopopescu, Camelia
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 345-369
Persistent link: https://www.econbiz.de/10002361766
Saved in:
7
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
8
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Saved in:
9
Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
Saved in:
10
The memory of stochastic volatility models
Robinson, Peter M.
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
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