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Margin regulation and stock market volatility

Hsieh, David A. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10001084213

The profitability of currency speculation

Bilson, John F. - In: International journal of forecasting 3 (1987) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10001034070

Estimation of stochastic volatility models with diagnostics

Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192

Persistent link: https://www.econbiz.de/10001336798

Finite sample properties of the BDS statistic

Hsieh, David A.; LeBaron, Blake Dean - 1990 - Rev

Persistent link: https://www.econbiz.de/10000848606

Nonlinear Dynamics in Financial Markets: Evidence and Implications

Hsieh, David A. - In: Financial analysts' journal : FAJ 51 (1995) 4, pp. 55-62

Persistent link: https://www.econbiz.de/10006329617

Assessing the Market and Credit Risks of Long-Term Interest Rate and Foreign Currency Products

Hsieh, David A. - In: Financial analysts' journal : FAJ 49 (1993) 4, pp. 75-79

Persistent link: https://www.econbiz.de/10006353866

An exploratory investigation of the firm size effect

Chan, K. C. - In: Journal of financial economics 14 (1985) 3, pp. 451-471

Persistent link: https://www.econbiz.de/10001009724

The risk in hedge fund strategies : alternative alphas and alternative betas

Fung, William K. H. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001797890

Rational expectations and risk premia in forward markets : primary metals at the London Metals Exchange

Hsieh, David A.; Kulatilaka, Nalin - In: The journal of finance : the journal of the American … 37 (1982) 5, pp. 1199-1207

Persistent link: https://www.econbiz.de/10002960989

Estimating Proportional Hazards in Default and Prepayment of Personal Loans with Unobserved Borrower Heterogeneity

Hsieh, David A. - 2022

This paper utilizes a statistical model of competing risk proportional hazards to study default and prepayment in unsecured personal loans. The model accounts for fixed interval sampling and unobserved borrower heterogeneity. A simulation experiment with four different baseline hazards and four...

Persistent link: https://www.econbiz.de/10014242176