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ECONIS (ZBW)
1,695
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1
An econometric life
Hausman, Jerry A.
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 4-10
Persistent link: https://www.econbiz.de/10012303590
Saved in:
2
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
Saved in:
3
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:
4
Local parametric analysis of
hedging
in discrete time
Bossaerts, Peter L.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
Saved in:
5
A discrete-time
hedging
framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
6
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
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7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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9
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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10
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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