Period of time： 2004年1期
Publisher： Elsevier
Founded in： 1973
Total resources： 4
ISSN： 0304-4076
Subject： F Economic
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Journal of Econometrics,volume 116,issue 1
Menu
Frontiers of financial econometrics and financial engineering
By Ghysels E., Tauchen G. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.
Access to resources
Recommend
Nonparametric option pricing under shape restrictions
By At-Sahalia Y., Duarte J. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.Empirical assessment of an intertemporal option pricing model with latent variables
By Garcia R., Luger R., Renault E. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.Estimation of risk-neutral densities using positive convolution approximation
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
By Jagannathan R., Kaplin A., Sun S. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.Purebred or hybrid?: Reproducing the volatility in term structure dynamics
By Ahn D.-H., Dittmar R.F., Gallant A.R., Gao B. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.The dynamics of stochastic volatility: evidence from underlying and options markets
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.Alternative models for stock price dynamics
By Chernov M., Ronald Gallant A., Ghysels E., Tauchen G. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.Spectral GMM estimation of continuous-time processes
By Chacko G., Viceira L.M. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.On the functional estimation of jump-diffusion models
By Bandi F.M., Nguyen T.H. in (2003)
Journal of Econometrics,volume 116,issue 1 , Vol. 116, Iss. 1, 2003-09 , pp.
Previous
Next