Empirical reverse engineering of the pricing kernel. (Q1398984): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral GMM estimation of continuous-time processes
+Normal rank
@@ Property / cites work @@
+Alternative models for stock price dynamics.
@@ Property / cites work: Alternative models for stock price dynamics. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4214054
@@ Property / cites work: Q4214054 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulated Moments Estimation of Markov Models of Asset Prices
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
+Normal rank
@@ Property / cites work @@
+Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
+Normal rank
@@ Property / cites work @@
+Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4714065
@@ Property / cites work: Q4714065 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of affine asset pricing models using the empirical characteristic function
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(03)00111-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1965624118
@@ Property / OpenAlex ID: W1965624118 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1398984