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Signal Extraction can Generate Volatility Clusters. (2003). McCulloch, J. Huston ; Bidarkota, Prasad.
In: Computing in Economics and Finance 2003.
RePEc:sce:scecf3:59.

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  16. Signal Extraction can Generate Volatility Clusters. (2003). McCulloch, J. Huston ; Bidarkota, Prasad.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:59.

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  17. Signal Extraction Can Generate Volatility Clusters From IID Shocks. (2002). McCulloch, J. Huston ; Bidarkota, Prasad.
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  18. The Inflation Premium implicit in the US Real and Nominal. (2001). McCulloch, J. Huston.
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