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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1995 | 0 | 0.22 | 0.09 | 0 | 56 | 56 | 372 | 5 | 5 | 0 | 0 | 1 | 20 | 5 | 0.09 | 0.13 | ||
1996 | 0.25 | 0.25 | 0.26 | 0.25 | 31 | 87 | 161 | 23 | 28 | 56 | 14 | 56 | 14 | 0 | 6 | 0.19 | 0.14 | |
1997 | 0.15 | 0.28 | 0.17 | 0.15 | 33 | 120 | 153 | 20 | 48 | 87 | 13 | 87 | 13 | 0 | 4 | 0.12 | 0.15 | |
1998 | 0.31 | 0.31 | 0.26 | 0.28 | 15 | 135 | 89 | 35 | 83 | 64 | 20 | 120 | 33 | 0 | 2 | 0.13 | 0.18 | |
1999 | 0.46 | 0.39 | 0.3 | 0.28 | 11 | 146 | 33 | 44 | 127 | 48 | 22 | 135 | 38 | 0 | 6 | 0.55 | 0.25 | |
2000 | 0.31 | 0.54 | 0.3 | 0.32 | 21 | 167 | 129 | 50 | 177 | 26 | 8 | 146 | 47 | 0 | 3 | 0.14 | 0.24 | |
2001 | 0.41 | 0.49 | 0.32 | 0.36 | 9 | 176 | 50 | 50 | 234 | 32 | 13 | 111 | 40 | 0 | 0 | 0.27 | ||
2002 | 0.3 | 0.54 | 0.37 | 0.39 | 35 | 211 | 205 | 78 | 313 | 30 | 9 | 89 | 35 | 1 | 1.3 | 24 | 0.69 | 0.31 |
2003 | 0.59 | 0.53 | 0.32 | 0.54 | 13 | 224 | 22 | 69 | 385 | 44 | 26 | 91 | 49 | 0 | 0 | 0.3 | ||
2004 | 0.44 | 0.6 | 0.31 | 0.4 | 4 | 228 | 31 | 70 | 456 | 48 | 21 | 89 | 36 | 0 | 2 | 0.5 | 0.36 | |
2005 | 0.18 | 0.6 | 0.28 | 0.28 | 12 | 240 | 66 | 66 | 522 | 17 | 3 | 82 | 23 | 0 | 4 | 0.33 | 0.36 | |
2006 | 0.63 | 0.59 | 0.27 | 0.38 | 4 | 244 | 24 | 66 | 588 | 16 | 10 | 73 | 28 | 1 | 1.5 | 2 | 0.5 | 0.34 |
2007 | 0.44 | 0.52 | 0.37 | 0.47 | 3 | 247 | 29 | 92 | 680 | 16 | 7 | 68 | 32 | 1 | 1.1 | 8 | 2.67 | 0.29 |
2008 | 1.86 | 0.59 | 0.38 | 0.67 | 5 | 252 | 95 | 93 | 777 | 7 | 13 | 36 | 24 | 0 | 6 | 1.2 | 0.29 | |
2009 | 3.13 | 0.58 | 0.4 | 1.29 | 8 | 260 | 28 | 95 | 882 | 8 | 25 | 28 | 36 | 1 | 1.1 | 2 | 0.25 | 0.33 |
2010 | 1.46 | 0.52 | 0.39 | 0.84 | 87 | 347 | 1323 | 130 | 1016 | 13 | 19 | 32 | 27 | 0 | 40 | 0.46 | 0.3 | |
2011 | 0.99 | 0.61 | 0.59 | 1.06 | 26 | 373 | 314 | 220 | 1236 | 95 | 94 | 107 | 113 | 6 | 2.7 | 13 | 0.5 | 0.37 |
2012 | 1.03 | 0.68 | 0.59 | 0.96 | 20 | 393 | 143 | 230 | 1466 | 113 | 116 | 129 | 124 | 1 | 0.4 | 19 | 0.95 | 0.36 |
2013 | 1.41 | 0.67 | 0.59 | 1.21 | 26 | 419 | 137 | 248 | 1714 | 46 | 65 | 146 | 177 | 2 | 0.8 | 16 | 0.62 | 0.35 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Can Exchange Rates Forecast Commodity Prices?. (2010). Rossi, Barbara ; Rogoff, Kenneth ; Chen, Yu-Chin . In: Working Papers. RePEc:duk:dukeec:10-07. Full description at Econpapers || Download paper | 374 |
2 | 1995 | Aggregate Population and Economic Growth Correlations: The Role of the Components of Demographic Change. (1995). Kelley, Allen C. ; Schmidt, Robert M.. In: Working Papers. RePEc:duk:dukeec:95-37. Full description at Econpapers || Download paper | 221 |
3 | 2010 | Monetary Policy and Stock Market Booms. (2010). Rostagno, Massimo ; Ilut, Cosmin ; Christiano, Lawrence ; Motto, Roberto . In: Working Papers. RePEc:duk:dukeec:10-69. Full description at Econpapers || Download paper | 184 |
4 | 2010 | Reconsidering Conventional Explanations of the Inverse Productivity-Size Relationship. (2010). Bellemare, Marc ; Barrett, Christopher ; Hou, Janet Y.. In: Working Papers. RePEc:duk:dukeec:10-22. Full description at Econpapers || Download paper | 163 |
5 | 2010 | Beyond Signaling and Human Capital: Education and the Revelation of Ability. (2010). Bayer, Patrick ; Hizmo, Aurel ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-51. Full description at Econpapers || Download paper | 144 |
6 | 2011 | What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?. (2011). Zubairy, Sarah ; Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-02. Full description at Econpapers || Download paper | 89 |
7 | 2010 | Web Appendix: Beyond Signaling and Human Capital: Education and the Revelation of Ability. (2010). Bayer, Patrick ; Hizmo, Aurel ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-52. Full description at Econpapers || Download paper | 81 |
8 | 2010 | The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach. (2010). Khan, Shakeeb ; Timmins, Christopher ; Gamper-Rabindran, Shanti . In: Working Papers. RePEc:duk:dukeec:10-04. Full description at Econpapers || Download paper | 75 |
9 | 2008 | CAN EXCHANGE RATES FORECAST COMMODITY PRICES?. (2008). Rossi, Barbara ; Rogoff, Kenneth ; Chen, Yu-chin. In: Working Papers. RePEc:duk:dukeec:08-03. Full description at Econpapers || Download paper | 73 |
10 | 2012 | Regime Switches, Agentsââ¬â¢ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics. (2012). Bianchi, Francesco. In: Working Papers. RePEc:duk:dukeec:12-04. Full description at Econpapers || Download paper | 62 |
11 | 2010 | Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?. (2010). Sekhposyan, Tatevik ; Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:10-16. Full description at Econpapers || Download paper | 58 |
12 | 1996 | Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Working Papers. RePEc:duk:dukeec:96-20. Full description at Econpapers || Download paper | 54 |
13 | 1997 | Rational Herd Behavior and the Globalization of Securities Markets. (1997). Mendoza, Enrique ; Calvo, Guillermo. In: Working Papers. RePEc:duk:dukeec:97-26. Full description at Econpapers || Download paper | 54 |
14 | 2013 | Dormant Shocks and Fiscal Virtue. (2013). Melosi, Leonardo ; Bianchi, Francesco. In: Working Papers. RePEc:duk:dukeec:13-12. Full description at Econpapers || Download paper | 48 |
15 | 2011 | Micro-Loans, Insecticide-Treated Bednets and Malaria: Evidence from a Randomized Controlled Trial in Orissa (India). (2011). Yoong, Joanne ; Tarozzi, Alessandro ; Mahajan, Aprajit ; Blackburn, Brian ; Krishnan, Lakshmi ; Kopf, Daniel . In: Working Papers. RePEc:duk:dukeec:11-13. Full description at Econpapers || Download paper | 43 |
16 | 2002 | Alternative Models for Stock Price Dynamic. (2002). Tauchen, George ; Ghysels, Eric ; Gallant, A. ; Chernov, Mikhail. In: Working Papers. RePEc:duk:dukeec:02-03. Full description at Econpapers || Download paper | 43 |
17 | 2010 | Do Peso Problems Explain the Returns to the Carry Trade?. (2010). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac . In: Working Papers. RePEc:duk:dukeec:10-44. Full description at Econpapers || Download paper | 42 |
18 | 1996 | Qualitative and Asymptotic Performance of SNP Density Estimators. (1996). Gallant, A. ; Fenton, Victor. In: Working Papers. RePEc:duk:dukeec:96-17. Full description at Econpapers || Download paper | 42 |
19 | 2013 | Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads. (2013). Patton, Andrew ; Oh, Dong Hwan. In: Working Papers. RePEc:duk:dukeec:13-30. Full description at Econpapers || Download paper | 34 |
20 | 2000 | On the Instability of Variance Decompositions of the Real Exchange Rate Across Exchange- Rate-Regimes: Evidence from Mexico and the United States. (2000). Mendoza, Enrique. In: Working Papers. RePEc:duk:dukeec:00-05. Full description at Econpapers || Download paper | 34 |
21 | 2002 | Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Working Papers. RePEc:duk:dukeec:02-16. Full description at Econpapers || Download paper | 34 |
22 | 2010 | Activity Signature Functions for High-Frequency Data Analysis. (2010). Tauchen, George ; Todorov, Viktor. In: Working Papers. RePEc:duk:dukeec:10-08. Full description at Econpapers || Download paper | 32 |
23 | 2000 | Oligopoly Banking and Capital Accumulation. (2000). Peretto, Pietro ; Cetorelli, Nicola. In: Working Papers. RePEc:duk:dukeec:00-19. Full description at Econpapers || Download paper | 32 |
24 | 2011 | Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico. In: Working Papers. RePEc:duk:dukeec:11-05. Full description at Econpapers || Download paper | 32 |
25 | 2002 | Modeling and Forecasting Realized Volatility. (2002). Diebold, Francis ; Bollerslev, Tim ; Labys, Paul ; Anderson, Torben G.. In: Working Papers. RePEc:duk:dukeec:02-12. Full description at Econpapers || Download paper | 30 |
26 | 2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair. In: Working Papers. RePEc:duk:dukeec:07-04. Full description at Econpapers || Download paper | 30 |
27 | 2012 | Shale Gas Development and Property Values: Differences Across Drinking Water Sources. (2012). Muehlenbachs, Lucija ; Timmins, Christopher ; Spiller, Elisheba. In: Working Papers. RePEc:duk:dukeec:12-14. Full description at Econpapers || Download paper | 29 |
28 | 2005 | Does Sutton Apply to Supermarkets?. (2005). Ellickson, Paul. In: Working Papers. RePEc:duk:dukeec:05-05. Full description at Econpapers || Download paper | 29 |
29 | 2011 | Time Inconsistency, Expectations and Technology Adoption: The Case of Insecticide Treated Nets. (2011). Tarozzi, Alessandro ; Mahajan, Aprajit. In: Working Papers. RePEc:duk:dukeec:11-14. Full description at Econpapers || Download paper | 29 |
30 | 2011 | A Dynamic Model of Demand for Houses and Neighborhoods. (2011). Bayer, Patrick ; Murphy, Alvin ; McMillan, Robert ; Timmins, Christopher. In: Working Papers. RePEc:duk:dukeec:11-16. Full description at Econpapers || Download paper | 28 |
31 | 2010 | Modeling College Major Choices Using Elicited Measures of Expectations and Counterfactuals. (2010). Hotz, V. Joseph ; Kang, Songman ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-30. Full description at Econpapers || Download paper | 27 |
32 | 2010 | Expanding Choice in School Choice. (2010). Yasuda, Yosuke ; Che, Yeon-Koo ; Abdulkadiroglu, Atila. In: Working Papers. RePEc:duk:dukeec:10-23. Full description at Econpapers || Download paper | 25 |
33 | 2000 | On the Benefits of Dollarization when Stabilization Policy Is Not Credible and Financial Markets are Imperfect. (2000). Mendoza, Enrique. In: Working Papers. RePEc:duk:dukeec:00-01. Full description at Econpapers || Download paper | 25 |
34 | 1997 | Rural-Urban Disparity and Sectoral Labor Allocation in China. (1997). Zhou, Hao ; Yang, Dennis. In: Working Papers. RePEc:duk:dukeec:97-02. Full description at Econpapers || Download paper | 23 |
35 | 1998 | Research Trends and Opportunities in Environmental and NaturalResource Economics. (1998). Wilen, James ; Ward, Michael ; Smith, V. ; Kolstad, Charles ; Deacon, Robert ; Brookshire, David ; Kneese, Allen V. ; Scrogin, David ; Fisher, Anthony C.. In: Working Papers. RePEc:duk:dukeec:98-05. Full description at Econpapers || Download paper | 23 |
36 | 1997 | The Economics of Giving. (1997). Clotfelter, Charles. In: Working Papers. RePEc:duk:dukeec:97-19. Full description at Econpapers || Download paper | 22 |
37 | 1995 | R&D Costs, Innovative Output and Firm Size in the Pharmaceutical Industry. (1995). DiMasi, Joseph ; Grabowski, Henry G. ; Vernon, John . In: Working Papers. RePEc:duk:dukeec:95-16. Full description at Econpapers || Download paper | 21 |
38 | 1998 | Empirical Puzzles of Chilean Stabilization Policy. (1998). Mendoza, Enrique ; Calvo, Guillermo. In: Working Papers. RePEc:duk:dukeec:98-02. Full description at Econpapers || Download paper | 21 |
39 | 2004 | Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending. (2004). Pavoni, Nicola ; Abraham, Arpad. In: Working Papers. RePEc:duk:dukeec:04-05. Full description at Econpapers || Download paper | 21 |
40 | 2010 | Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle. (2010). Ilut, Cosmin. In: Working Papers. RePEc:duk:dukeec:10-53. Full description at Econpapers || Download paper | 20 |
41 | 2012 | Ambiguous Business Cycles. (2012). Schneider, Martin ; Ilut, Cosmin. In: Working Papers. RePEc:duk:dukeec:12-06. Full description at Econpapers || Download paper | 20 |
42 | 1995 | Which Moments to Match. (1995). Tauchen, George ; Gallant, A.. In: Working Papers. RePEc:duk:dukeec:95-20. Full description at Econpapers || Download paper | 20 |
43 | 2001 | Housing and the Business Cycle. (2001). Heathcote, Jonathan ; Davis, Morris. In: Working Papers. RePEc:duk:dukeec:01-09. Full description at Econpapers || Download paper | 19 |
44 | 2002 | Patents, Innovation and Access to New Pharmaceuticals. (2002). Grabowski, Henry . In: Working Papers. RePEc:duk:dukeec:02-28. Full description at Econpapers || Download paper | 19 |
45 | 2011 | Speculators and Middlemen: The Role of Flippers in the Housing Market. (2011). Bayer, Patrick ; Geissler, Christopher ; Roberts, James W.. In: Working Papers. RePEc:duk:dukeec:11-03. Full description at Econpapers || Download paper | 18 |
46 | 2010 | Distribution of Surplus in Sequential Bargaining with Endogenous Recognition. (2010). Yildirim, Huseyin . In: Working Papers. RePEc:duk:dukeec:10-17. Full description at Econpapers || Download paper | 17 |
47 | 2002 | Confidence Intervals for Half-life Deviations from Purchasing Power Parity. (2002). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:02-08. Full description at Econpapers || Download paper | 16 |
48 | 2010 | Estimation of Dynamic Discrete Choice Models in Continuous Time. (2010). Ellickson, Paul ; Blevins, Jason ; Bayer, Patrick ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-49. Full description at Econpapers || Download paper | 15 |
49 | 2010 | Split-Award Procurement Auctions with Uncertain Scale Economies: Theory and Data. (2010). Lopomo, Giuseppe (Pino) ; Brusco, Sandro ; Anton, James. In: Working Papers. RePEc:duk:dukeec:10-32. Full description at Econpapers || Download paper | 15 |
50 | 1996 | Effects of Strategic Behavior and Public Subsidies on Families Savings and Long-Term Care Decisions. (1996). Sloan, Frank ; Picone, Gabriel ; Hoerger, Thomas J.. In: Working Papers. RePEc:duk:dukeec:96-01. Full description at Econpapers || Download paper | 14 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Can Exchange Rates Forecast Commodity Prices?. (2010). Rossi, Barbara ; Rogoff, Kenneth ; Chen, Yu-Chin . In: Working Papers. RePEc:duk:dukeec:10-07. Full description at Econpapers || Download paper | 72 |
2 | 2010 | Reconsidering Conventional Explanations of the Inverse Productivity-Size Relationship. (2010). Bellemare, Marc ; Barrett, Christopher ; Hou, Janet Y.. In: Working Papers. RePEc:duk:dukeec:10-22. Full description at Econpapers || Download paper | 36 |
3 | 2010 | Beyond Signaling and Human Capital: Education and the Revelation of Ability. (2010). Bayer, Patrick ; Hizmo, Aurel ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-51. Full description at Econpapers || Download paper | 23 |
4 | 2010 | Monetary Policy and Stock Market Booms. (2010). Rostagno, Massimo ; Ilut, Cosmin ; Christiano, Lawrence ; Motto, Roberto . In: Working Papers. RePEc:duk:dukeec:10-69. Full description at Econpapers || Download paper | 18 |
5 | 2010 | The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach. (2010). Khan, Shakeeb ; Timmins, Christopher ; Gamper-Rabindran, Shanti . In: Working Papers. RePEc:duk:dukeec:10-04. Full description at Econpapers || Download paper | 16 |
6 | 2011 | What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?. (2011). Zubairy, Sarah ; Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-02. Full description at Econpapers || Download paper | 15 |
7 | 2010 | Web Appendix: Beyond Signaling and Human Capital: Education and the Revelation of Ability. (2010). Bayer, Patrick ; Hizmo, Aurel ; Arcidiacono, Peter . In: Working Papers. RePEc:duk:dukeec:10-52. Full description at Econpapers || Download paper | 14 |
8 | 1995 | Aggregate Population and Economic Growth Correlations: The Role of the Components of Demographic Change. (1995). Kelley, Allen C. ; Schmidt, Robert M.. In: Working Papers. RePEc:duk:dukeec:95-37. Full description at Econpapers || Download paper | 12 |
9 | 1996 | Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Working Papers. RePEc:duk:dukeec:96-20. Full description at Econpapers || Download paper | 10 |
10 | 2010 | Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?. (2010). Sekhposyan, Tatevik ; Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:10-16. Full description at Econpapers || Download paper | 5 |
11 | 2010 | Distribution of Surplus in Sequential Bargaining with Endogenous Recognition. (2010). Yildirim, Huseyin . In: Working Papers. RePEc:duk:dukeec:10-17. Full description at Econpapers || Download paper | 5 |
12 | 2010 | Do Peso Problems Explain the Returns to the Carry Trade?. (2010). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac . In: Working Papers. RePEc:duk:dukeec:10-44. Full description at Econpapers || Download paper | 4 |
13 | 2002 | Patents, Innovation and Access to New Pharmaceuticals. (2002). Grabowski, Henry . In: Working Papers. RePEc:duk:dukeec:02-28. Full description at Econpapers || Download paper | 3 |
14 | 2010 | Activity Signature Functions for High-Frequency Data Analysis. (2010). Tauchen, George ; Todorov, Viktor. In: Working Papers. RePEc:duk:dukeec:10-08. Full description at Econpapers || Download paper | 3 |
15 | 2012 | Regime Switches, Agentsââ¬â¢ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics. (2012). Bianchi, Francesco. In: Working Papers. RePEc:duk:dukeec:12-04. Full description at Econpapers || Download paper | 3 |
16 | 2011 | Time Inconsistency, Expectations and Technology Adoption: The Case of Insecticide Treated Nets. (2011). Tarozzi, Alessandro ; Mahajan, Aprajit. In: Working Papers. RePEc:duk:dukeec:11-14. Full description at Econpapers || Download paper | 3 |
17 | 2013 | Dormant Shocks and Fiscal Virtue. (2013). Melosi, Leonardo ; Bianchi, Francesco. In: Working Papers. RePEc:duk:dukeec:13-12. Full description at Econpapers || Download paper | 3 |
18 | 2012 | Shale Gas Development and Property Values: Differences Across Drinking Water Sources. (2012). Muehlenbachs, Lucija ; Timmins, Christopher ; Spiller, Elisheba. In: Working Papers. RePEc:duk:dukeec:12-14. Full description at Econpapers || Download paper | 2 |
19 | 2011 | Speculators and Middlemen: The Role of Flippers in the Housing Market. (2011). Bayer, Patrick ; Geissler, Christopher ; Roberts, James W.. In: Working Papers. RePEc:duk:dukeec:11-03. Full description at Econpapers || Download paper | 2 |
20 | 1998 | Empirical Puzzles of Chilean Stabilization Policy. (1998). Mendoza, Enrique ; Calvo, Guillermo. In: Working Papers. RePEc:duk:dukeec:98-02. Full description at Econpapers || Download paper | 2 |
21 | 2008 | CAN EXCHANGE RATES FORECAST COMMODITY PRICES?. (2008). Rossi, Barbara ; Rogoff, Kenneth ; Chen, Yu-chin. In: Working Papers. RePEc:duk:dukeec:08-03. Full description at Econpapers || Download paper | 2 |
22 | 2000 | Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance. (2000). Tauchen, George ; Gallant, A. ; Hsu, Chien-Te. In: Working Papers. RePEc:duk:dukeec:00-04. Full description at Econpapers || Download paper | 2 |
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