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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~person:"Tauchen, George Eugene"
~subject:"Capital income"
~subject:"Risk"
~subject:"Volatility"
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Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
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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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