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Heckman, James J.
71
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55
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Caporale, Guglielmo Maria
52
Hall, Robert E.
52
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45
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44
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43
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41
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41
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40
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39
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36
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36
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34
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34
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Basu, Susanto
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33
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32
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31
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30
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30
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30
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29
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29
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29
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29
Kehoe, Patrick J.
29
Cecchetti, Stephen G.
28
Artus, Patrick
27
Engle, Robert F.
27
Fullerton, Don
27
Krueger, Dirk
27
Pástor, Ľuboš
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1
Time series, unit roots, and cointegration
Dhrymes, Phoebus J.
-
1998
Persistent link: https://www.econbiz.de/10000647696
Saved in:
2
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
3
Sources of purchasing power disparities between the G3 economies
Weber, Axel A.
- In:
Journal of the Japanese and international economies : …
11
(
1997
)
4
,
pp. 548-583
Persistent link: https://www.econbiz.de/10001337214
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4
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
5
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
6
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
7
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
Saved in:
8
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy
-
1997
Persistent link: https://www.econbiz.de/10001362976
Saved in:
9
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr
-
1972
Persistent link: https://www.econbiz.de/10001368376
Saved in:
10
Understanding retail food price formation and transmission : discussion
Morrison, Catherine J.
- In:
American journal of agricultural economics
80
(
1998
)
5
,
pp. 1154-1155
Persistent link: https://www.econbiz.de/10001372195
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