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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
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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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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The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente - In: Economics letters 55 (1997) 1, pp. 115-120
Persistent link: https://www.econbiz.de/10001225271
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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
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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
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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