Articles
Private Information and High-Frequency Stochastic Volatility
David L. Kelly and Douglas G. Steigerwald
The ARAR Error Model for Univariate Time Series and Distributed Lag
Richard A. L. Carter and Arnold Zellner
Inferring the Forward Looking Equity Risk Premium from Derivative Prices
Ramaprasad Bhar, Carl Chiarella, and Wolfgang J. Runggaldier
An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests
Georgios E. Chortareas, George Kapetanios, and Merih Uctum