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isPartOf:"Journal of econometrics"
~isPartOf:"Documentos de Trabajo del ICAE"
~person:"Gallant, A. Ronald"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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1999-2002
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Gallant, A. Ronald
Todorov, Viktor
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Tauchen, George Eugene
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McAleer, Michael
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Asai, Manabu
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Journal of econometrics
Documentos de Trabajo del ICAE
The review of economics and statistics
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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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2
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
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