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The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates
McCulloch, J. Huston, (1998)
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty
McCulloch, J. Huston, (2003)
Signal Extraction Can Generate Volatility Clusters From IID Shocks
McCulloch, J. Huston, (2002)