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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald; Hsieh, David; Tauchen, George - In: Journal of Econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10005052864
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Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi; Gallant, A. Ronald; Hussey, Robert; … - In: Journal of Econometrics 66 (1995) 1-2, pp. 251-287
Persistent link: https://www.econbiz.de/10005192472
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Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald; Hansen, Lars Peter; Tauchen, George - In: Journal of Econometrics 45 (1990) 1-2, pp. 141-179
Persistent link: https://www.econbiz.de/10005228744
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Alternative models for stock price dynamics
Chernov, Mikhail; Ronald Gallant, A.; Ghysels, Eric; … - In: Journal of Econometrics 116 (2003) 1-2, pp. 225-257
Persistent link: https://www.econbiz.de/10005239123
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The relative efficiency of method of moments estimators1
Ronald Gallant, A.; Tauchen, George - In: Journal of Econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10005122810
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Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; … - In: Journal of Econometrics 116 (2003) 1-2, pp. 147-180
Persistent link: https://www.econbiz.de/10005238939
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Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
Gallant, A. Ronald; Jorgenson, Dale W. - In: Journal of Econometrics 11 (1979) 2-3, pp. 275-302
Persistent link: https://www.econbiz.de/10005204008
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Imposing curvature restrictions on flexible functional forms
Gallant, A. Ronald; Golub, Gene H. - In: Journal of Econometrics 26 (1984) 3, pp. 295-321
Persistent link: https://www.econbiz.de/10005285795
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On the asymptotic normality of Fourier flexible form estimates
Gallant, A. Ronald; Souza, Geraldo - In: Journal of Econometrics 50 (1991) 3, pp. 329-353
Persistent link: https://www.econbiz.de/10005285864
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On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form
Gallant, A. Ronald - In: Journal of Econometrics 15 (1981) 2, pp. 211-245
Persistent link: https://www.econbiz.de/10005285923