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A Gaussian Test for Cointegration
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January 2009
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A Gaussian Test for Cointegration
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January 2010
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A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
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January 2006
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Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
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January 2009
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Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
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January 2009
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Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
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January 2010
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Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips’ Work and Some New Results
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January 2009
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Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
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June 2007
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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
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January 2009
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
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January 2006
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