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Journal of econometrics
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1
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
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2
The implied arbitrage mechanism in financial markets
Shiyi, Chen
;
Chng, Michael T.
;
Liu, Qingfu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
Saved in:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
Agricultural arbitrage and risk preferences
Pope, Rulon D.
;
LaFrance, Jeffrey T.
;
Just, Richard E.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009270718
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5
Firm behavior under input rationing
Squires, Dale
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001155772
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6
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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7
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
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8
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
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9
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
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10
Notes on financial econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
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