The econometrics of financial markets

被引：1

|

作者：

Andersen, TG ^{[1
]}

机构：

[1] Northwestern Univ, JL Kellogg Grad Sch Management, Dept Finance, Evanston, IL 60208 USA

来源：

ECONOMETRIC THEORY | 1998年 / 14卷 / 05期

关键词：

D O I：

10.1017/S0266466698145073

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：671 / 685

页数：15

相关论文

共 50 条

[1] The econometrics of financial markets
Whitelaw, RF
MACROECONOMIC DYNAMICS, 1998, 2 (04) : 559 - 562
[2] The econometrics of financial markets.
Harvey, CR
JOURNAL OF FINANCE, 1998, 53 (02): : 803 - 806
[3] The econometrics of financial markets.
Tiso, M
REVIEW OF FINANCIAL STUDIES, 1998, 11 (01): : 233 - 238
[4] The econometrics of financial markets.
Bailey, RE
ECONOMIC JOURNAL, 1998, 108 (448): : 891 - 893
[5] Econometrics of financial markets in Asia
Narayan, Paresh Kumar
JOURNAL OF ASIAN ECONOMICS, 2013, 28 : 1 - 2
[6] THE ECONOMETRICS OF LEARNING IN FINANCIAL-MARKETS
BOSSAERTS, P
ECONOMETRIC THEORY, 1995, 11 (01) : 151 - 189
[7] SPECIAL ISSUE - THE ECONOMETRICS OF FINANCIAL-MARKETS
BEAN, C
DEWATRIPONT, M
MOORE, J
REVIEW OF ECONOMIC STUDIES, 1991, 58 (03): : 405 - 405
[8] Prices and portfolio choices in financial markets: Theory, econometrics, experiments
Bossaerts, Peter
Plott, Charles
Zame, William R.
ECONOMETRICA, 2007, 75 (04) : 993 - 1038
[9] Financial Econometrics
Tresl, Jiri
PRAGUE ECONOMIC PAPERS, 2009, 18 (02): : 189 - 192
[10] Financial econometrics
Schorfheide, F
ECONOMETRIC THEORY, 2003, 19 (02) : 401 - 409

← 1 2 3 4 5 →