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Testing for nonlinear dependence in daily foreign exchange rates
Hsieh, David A. - In: The journal of business : B 62 (1989) 3, pp. 339-368
Persistent link: https://www.econbiz.de/10001069300
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Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
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On fitting a recalcitrant series : the pound dollar exchange rate, 1974 - 83
Gallant, A. Ronald; Hsieh, David A.; Tauchen, George Eugene - 1988
Persistent link: https://www.econbiz.de/10000766237
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Estimating the dynamics of foreign currency volatility
Fung, William - In: Review of futures markets 10 (1993) 3, pp. 490-514
Persistent link: https://www.econbiz.de/10001143660
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Finite sample properties of the BDS statistic
Hsieh, David A.; LeBaron, Blake Dean - 1990 - Rev
Persistent link: https://www.econbiz.de/10000848606
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Nonlinear dynamics, chaos and instability : statistical theory and economic evidence
Brock, William A.; Hsieh, David A.; LeBaron, Blake Dean - 1991
Persistent link: https://www.econbiz.de/10013481599