The econometrics of financial markets.

被引:1
作者
Tiso, M [1 ]
机构
[1] Univ Minnesota, Minneapolis, MN 55455 USA
关键词
D O I
10.1093/rfs/11.1.233
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:233 / 238
页数:6
相关论文
共 6 条
  • [1] [Anonymous], J POLITICAL EC
  • [2] Baxter M., 1996, Financial Calculus: An Introduction to Derivative Pricing
  • [3] Campbell J., 1997, The econometrics of financial markets, DOI DOI 10.1515/9781400830213
  • [4] Gourieroux C., 1997, ARCH Models and Financial Applications
  • [5] BACK TO THE FUTURE - GENERATING MOMENT IMPLICATIONS FOR CONTINUOUS-TIME MARKOV-PROCESSES
    HANSEN, LP
    SCHEINKMAN, JA
    [J]. ECONOMETRICA, 1995, 63 (04) : 767 - 804
  • [6] Huang C.F. Litzenberger., 1988, FDN FINANCIAL EC