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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper"
~person:"Kapetanios, George"
~subject:"Volatility"
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How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
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2004
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Persistent link: https://www.econbiz.de/10002403125
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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2004
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Persistent link: https://www.econbiz.de/10001920657
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