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Nonlinearity in high-frequency financial data and hierarchical models
McCulloch, Robert E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001769738
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2
Bayesian inference and portfolio efficiency
Kandel, Shmuel
;
McCulloch, Robert E.
;
Stambaugh, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000913805
Saved in:
3
Inequality and happiness: are Europeans and Americans different?
Alesina, Alberto
;
Di Tella, Rafael
;
McCulloch, Robert E.
-
2001
Persistent link: https://www.econbiz.de/10001600415
Saved in:
4
Inequality and happiness : are Europeans and Americans different?
Alesina, Alberto
;
Di Tella, Rafael
;
McCulloch, Robert E.
-
2001
Persistent link: https://www.econbiz.de/10001568631
Saved in:
5
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Lopes, Hedibert Freitas
;
Salazar, Esther
-
2006
Persistent link: https://www.econbiz.de/10003350097
Saved in:
6
Testing for noninvertible models with applications
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
Saved in:
7
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
Saved in:
8
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
9
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
10
Rational institutions yield hysteresis
Di Tella, Rafael
;
MacCulloch, Robert
-
2000
Persistent link: https://www.econbiz.de/10001512680
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