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Volume and the Nonlinear Dynam...
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Hsu, Chiente
26
Kugler, Peter
13
Orosel, Gerhard O.
6
Gallant, A. Ronald
1
Tauchen, George Eugene
1
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Department Volkswirtschaftlehre, Universität Bern
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Studies in Nonlinear Dynamics & Econometrics
3
Swiss journal of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Rule based investing : designing quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility
Hsu, Chiente
-
2014
Persistent link: https://www.econbiz.de/10010361056
Saved in:
2
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
Saved in:
3
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The informational role of volume vis-à-vis no-trade results : a note
Hsu, Chiente
- In:
Swiss journal of economics and statistics
134
(
1998
)
2
,
pp. 133-158
Persistent link: https://www.econbiz.de/10001245188
Saved in:
7
Term premium and volatility : a nonlinear analysis of the Swiss interest rates
Hsu, Chiente
- In:
Swiss journal of economics and statistics
132
(
1996
)
2
,
pp. 153-176
Persistent link: https://www.econbiz.de/10001201657
Saved in:
8
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
Saved in:
9
Nonlinear dynamics of spot and forward exchange rates : an application of a seminonparametric estimation procedure
Hsu, Chiente
-
1994
Persistent link: https://www.econbiz.de/10000902659
Saved in:
10
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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