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Hsu, Chiente
9
Kugler, Peter
5
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Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
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1
Volume-volatility dynamics in an intertemporal asset pricing model
Hsu, Chiente
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001548629
Saved in:
2
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
3
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
4
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
;
Kugler, Peter
-
1996
Persistent link: https://www.econbiz.de/10000933041
Saved in:
5
Term premium and volatility : a nonlinear analysis of the Swiss interest rates
Hsu, Chiente
- In:
Swiss journal of economics and statistics
132
(
1996
)
2
,
pp. 153-176
Persistent link: https://www.econbiz.de/10001201657
Saved in:
6
A nonlinear analysis of forward premium and volatility
Hsu, Chiente
(
contributor
);
Kugler, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
Saved in:
7
Nonlinear dynamics of spot and forward exchange rates : an application of a seminonparametric estimation procedure
Hsu, Chiente
-
1994
Persistent link: https://www.econbiz.de/10000902659
Saved in:
8
Stock markets efficiency and volatility tests : a survey
Hsu, Chiente
-
1993
Persistent link: https://www.econbiz.de/10013397145
Saved in:
9
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
;
Kugler, Peter
-
1996
Persistent link: https://www.econbiz.de/10000589029
Saved in:
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