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Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C. - In: Journal of econometrics 93 (1999) 1, pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - In: Journal of econometrics 84 (1998) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
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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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Pricing foreign currency options with stochastic volatility
Melino, Angelo - In: Journal of econometrics 45 (1990) 1, pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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An econometric analysis of nonsynchronous trading
Lo, Andrew W. - In: Journal of econometrics 45 (1990) 1, pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Intertemporal asset pricing : an empirical investigation
Shanken, Jay - In: Journal of econometrics 45 (1990) 1, pp. 99-120
Persistent link: https://www.econbiz.de/10001332078
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Residual risk revisited
Lehmann, Bruce Neal - In: Journal of econometrics 45 (1990) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
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A Bayesian approach to diagnosis of asset pricing models
Stutzer, Michael J. - In: Journal of econometrics 68 (1995) 2, pp. 367-397
Persistent link: https://www.econbiz.de/10001184630
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Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J. - In: Journal of econometrics 102 (2001) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10001575288