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There are 15548 results for: content related to: Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

  1. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  2. Real Options, Product Market Competition, and Asset Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 957–983, FELIPE L. AGUERREVERE

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01454.x

  3. ON OPTIMAL FINANCING OF CYCLICAL CASH NEEDS

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1249–1254, D. J. Aigner and C. M. Sprenkle

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01454.x

  4. Interest Rates as Predictors of Inflation in a High-Inflation Semi-Industrialized Economy

    The Journal of Finance

    Volume 34, Issue 4, September 1979, Pages: 1019–1025, LEONARDO LEIDERMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb03454.x

  5. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  6. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  7. INFORMATION-PRODUCTION AND CAPITAL MARKET EQUILIBRIUM

    The Journal of Finance

    Volume 30, Issue 3, June 1975, Pages: 841–864, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01854.x

  8. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  9. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  10. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  11. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  12. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  13. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  14. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  15. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  16. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  17. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 115–134, HANS R. STOLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  18. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  19. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  20. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278