Chiente Hsu

Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance

A. Gallant, George Tauchen, A. Gallant, 1999, Review of Economics and Statistics.

Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance

George Tauchen, A. Gallant, Chiente Hsu, 1999 .

The Revival of the Expectations Hypothesis of the US Term Structure of Interest Rates

Chiente Hsu, P. Kugler, 1997 .