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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10003391507
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - 2006
Persistent link: https://www.econbiz.de/10009569792
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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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Forecasting professional forecasters
Ghysels, Eric; Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003306912