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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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Multivariate Cointegration Analysis and the Long-run Validity of PPP
Kugler, Peter; Lenz, Carlos - In: The review of economics and statistics 75 (1993) 1, pp. 180-183
Persistent link: https://www.econbiz.de/10006414078
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Multivariate cointegration analysis and the long-run validity of PPP
Kugler, Peter - In: The review of economics and statistics 75 (1993) 1, pp. 180-184
Persistent link: https://www.econbiz.de/10001142296