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Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K. - In: The review of economics and statistics 79 (1997) 1, pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - In: The review of economics and statistics 81 (1999) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
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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
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What is fractional integration?
Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
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Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.; Wohar, Mark E. - In: The review of economics and statistics 84 (2002) 4, pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
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Nonlinear features of realized FX volatility
Maheu, John M.; McCurdy, Thomas H. - In: The review of economics and statistics 84 (2002) 4, pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
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Trade exposure, export intensity, and wage volatility : theory and evidence
Traca, Daniel A. - In: The review of economics and statistics 87 (2005) 2, pp. 336-347
Persistent link: https://www.econbiz.de/10002937306
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Do fluctuations in U.S. inflation rates reflect infrequent large shocks or frequent small shocks?
Bidarkota, Prasad V. - In: The review of economics and statistics 85 (2003) 3, pp. 765-771
Persistent link: https://www.econbiz.de/10001791805
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Recent US macroeconomic stability : good policies, good practices, or good luck?
Ahmed, Shaghil; Levin, Andrew T.; Wilson, Beth Anne - In: The review of economics and statistics 86 (2004) 3, pp. 824-832
Persistent link: https://www.econbiz.de/10002223409