Narrow search
Showing 1 - 10 of 1,715
Cover Image
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric; Heijden, Thijs van der; Werker, Bas J. M. - In: Journal of econometrics 180 (2014) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10010433364
Cover Image
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Cover Image
Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
Cover Image
Difference-in-differences with multiple time periods
Callaway, Brantly; Sant'Anna, Pedro H. C. - In: Journal of econometrics 225 (2021) 2, pp. 200-230
Persistent link: https://www.econbiz.de/10013275434
Cover Image
Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Cover Image
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark (contributor) - In: Journal of econometrics 94 (2000) 1/2, pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Cover Image
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Cover Image
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
Cover Image
Econometric specification of stochastic discount factor models
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10003412662