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Heterogeneous information arrival and option pricing
Asea, Patrick K. - In: Journal of econometrics 83 (1998) 1, pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
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Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
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The wisdom of the crowd and prediction markets
Dai, Min; Jia, Yanwei; Kou, Steven - In: Journal of econometrics 222 (2021) 1,2, pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
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Information acquisition and or bid preparation : a structural analysis of entry and bidding in timber sale auctions
Li, Tong; Zheng, Xiaoyong - In: Journal of econometrics 168 (2012) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10009612800
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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An empirical analysis of earnings dynamics among men in the PSID : 1968 - 1989
Geweke, John; Keane, Michael P. - In: Journal of econometrics 96 (2000) 2, pp. 293-356
Persistent link: https://www.econbiz.de/10001468778