Revista de análisis económico

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  Año 2000, Vol. 15, Número 1

  • Excess returns and systemic risk for Chile and Mexico

    G.C. Lim, Paul D. McNelis

    págs. 3-25

    

  • Nonparametric estimation of mean and variance and pricing of securities

    Akhtar R. Siddique

    • Resumen

    págs. 27-41

    

  • Domestic currency emerging market bonds pricing and risk management aspects

    Salih N. Neftci

    • Resumen

    págs. 47-59

    

  • Estimation of a stochastic-volatility jump -diffusion model

    Lars A. Lochstoer, Roger Craine, Knut Syrtveit

    • Resumen

    págs. 61-87

    

  • Fixed costs and asset market participation

    Amir Yaron, Harold H. Zhang

    • Resumen

    págs. 89-109

    

  • Quasi-Monte Carlo algorithm for pricing options

    Jenny X. Li

    • Resumen

    págs. 111-119