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Miguel A. Herce
Observed names:
Herce, Miguel A,
Miguel Herce
Observed institutions:
University of North Carolina at Chapel Hill,
University of California San Diego,
Charles River Associates
OpenAlex ID:
A5003307372
Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors
1996
·
Miguel A. Herce
·
Econometric Theory
·
79
Risk aversion and stock price sensitivity to dividends
1997
·
Miguel A. Herce
, May Hagiwara
·
American Economic Review
·
23
Endogenous Exchange Rate Volatility, Trading Volume and Interest Rate Differentials in a Model of Portfolio Selection
1999
·
May Hagiwara
, Miguel A. Herce
·
Review of International Economics
·
22
PDF
Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil
2008
·
John E. Parsons
, Miguel Herce
, et al.
·
SSRN Electronic Journal
·
9
A Closer Look at Stable Value Funds Performance
2007
·
David F. Babbel
, Miguel Herce
·
SSRN Electronic Journal
·
7
An example showing that a new technique for LAV estimation breaks down in certain cases
1990
·
Miguel A. Herce
·
Computational Statistics & Data Analysis
·
7
Stable Value Funds: Performance to Date
2011
·
David F. Babbel
, Miguel Herce
·
SSRN Electronic Journal
·
3
Some comments on Christensen, Soliman and Rouhi's “Discussion…”
1990
·
Miguel A. Herce
·
Computational Statistics & Data Analysis
·
3
Stable Value Funds: Performance from 1973 Through 2008
2009
·
David F. Babbel
, Miguel Herce
·
SSRN Electronic Journal
·
2
A Cohort Analysis of the Investment Performance of TIAA Traditional Annuities During Working Life
2022
·
David F. Babbel
, Conrad S. Ciccotello
, et al.
·
SSRN Electronic Journal
·
1
Stable Value Funds Performance
2018
·
David F. Babbel
, Miguel A. Herce
·
Risks
·
1
PDF
Using Futures Prices to Filter Short-term Volatility and Recover a Latent, Long-term Price Series for Oil
2006
·
Miguel A. Herce
, John E. Parsons
, et al.
·
RePEc: Research Papers in Economics
·
1
Some Exponential Martingales
1995
·
Miguel A. Herce
·
Econometric Theory
Unit Root Testing with Intermittent Data
1995
·
Miguel A. Herce
·
Econometric Theory
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Works count:
15
Citation count:
173
H-index:
7
I10-index:
4
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