1. Bansal, R., 1990, “Can non-separabilities explain exchange rate movements and risk premia?”, Carnegie Mellon University, Ph.D. dissertation.
2. Bansal, R., A. R. Gallant, R. Hussey and G. Tauchen, 1992, “Nonparametric estimation of structural models for high-frequency currency market data”, Duke University, manuscript.
3. Bollerslev, T., 1986, “Generalized autoregressive conditional heteroskedasticity”, Journal of Econometrics 31, 307–327.
4. den Haan, W. J. and A. Marcet, 1990, “Solving the stochastic growth model by parameterizing expectations”, Journal of Business and Economic Statistics 8, 31–4.
5. Duffie, D. and K. J. Singleton, 1989, “Simulated moments estimation of markov models of asset prices”, Stanford University, Graduate School of Business, manuscript.