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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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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
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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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The informational role of volume : a comment on Blume, Easley and O'Hara
Hsu, Chiente; Orosel, Gerhard O. - 1996
Persistent link: https://www.econbiz.de/10000933042
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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
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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 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