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Simulation-Based Estimation of Contingent-Claims Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3669-3668
Persistent link: https://www.econbiz.de/10010113838
Saved in:
2
Jackknifing Bond Option Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 707-706
Persistent link: https://www.econbiz.de/10010114510
Saved in:
3
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
3
,
pp. 455-491
Persistent link: https://www.econbiz.de/10009957210
Saved in:
4
Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)
Phillips, Peter C. B.
;
Yu, Jun
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 126-130
Persistent link: https://www.econbiz.de/10008845132
Saved in:
5
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
Phillips, Peter C. B.
;
Wu, Yangru
;
Yu, Jun
- In:
International economic review
52
(
2011
)
1
,
pp. 201-227
Persistent link: https://www.econbiz.de/10008847570
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6
Autoregressive gamma processes
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 129
Persistent link: https://www.econbiz.de/10006871318
Saved in:
7
Multivariate Jacobi process with application to smooth transitions
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 475-506
Persistent link: https://www.econbiz.de/10006747785
Saved in:
8
BOOK REVIEWS - Financial Econometrics: Problems, Models, and Methods
Gourieroux, Christian
;
Jasiak, Joann
;
Timmerman, Allan
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 597
Persistent link: https://www.econbiz.de/10006822045
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9
III Discussion - La mémoire longue en économie
Gourieroux, Christian
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 61-64
Persistent link: https://www.econbiz.de/10006782272
Saved in:
10
Instrumental Models and Indirect Encompassing
Dhaene, Geert
;
Gourieroux, Christian
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10006789118
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