Volume 94; Issue 1-2

Journal of Econometrics

Volume 94; Issue 1-2
1

Editorial

Year:
2000
Language:
english
File:
PDF, 62 KB
english, 2000
2

Nonparametric risk management and implied risk aversion

Year:
2000
Language:
english
File:
PDF, 364 KB
english, 2000
4

Econometric specification of the risk neutral valuation model

Year:
2000
Language:
english
File:
PDF, 276 KB
english, 2000
5

Bayesian analysis of contingent claim model error

Year:
2000
Language:
english
File:
PDF, 456 KB
english, 2000
7

Pricing and hedging long-term options

Year:
2000
Language:
english
File:
PDF, 374 KB
english, 2000
9

Post-'87 crash fears in the S&P 500 futures option market

Year:
2000
Language:
english
File:
PDF, 483 KB
english, 2000