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~institution:"Ohio State University, Department of Economics"
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McCulloch, J. Huston
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McCulloch, J Huston
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Ohio State University, Department of Economics
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1
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty
McCulloch, J. Huston
-
Ohio State University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005626910
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2
Signal Extraction Can Generate Volatility Clusters From IID Shocks
McCulloch, J. Huston
;
Bidarkota, Prasad V.
-
Ohio State University, Department of Economics
-
2002
Persistent link: https://www.econbiz.de/10005837578
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3
State-Space Times Series Modeling of Structural Breaks
McCulloch, J Huston
-
Ohio State University, Department of Economics
-
2000
Persistent link: https://www.econbiz.de/10005837566
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4
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross
McCulloch, J. Huston
-
Ohio State University, Department of Economics
-
2000
Persistent link: https://www.econbiz.de/10005272929
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5
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates
McCulloch, J. Huston
;
Kochen, Levin A.
-
Ohio State University, Department of Economics
-
1998
Persistent link: https://www.econbiz.de/10010732330
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