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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
Gallant, A.Ronald; Hsu, Chien-Te; Tauchen, George - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10006387542
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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/10006791206
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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. 251-288
Persistent link: https://www.econbiz.de/10006798473
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Nonlinear Dynamic Structures
Gallant, A.Ronald; Rossi, Peter E.; Tauchen, George - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 871-908
Persistent link: https://www.econbiz.de/10006805377
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Reprojecting Partially Observed Systems With Application to Interest Rate Diffusions
Gallant, A.Ronald; Tauchen, George - In: Journal of the American Statistical Association : JASA 93 (1998) 441, pp. 10-24
Persistent link: https://www.econbiz.de/10006629323
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Rational Pessimism, Rational Exuberance, and Asset Pricing Models
Bansal, Ravi; Gallant, A.Ronald; Tauchen, George - In: The review of economic studies 74 (2007) 4, pp. 1005-1034
Persistent link: https://www.econbiz.de/10007777446
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RATIONAL PESSIMISM, RATIONAL EXUBERANCE, AND ASSET PRICING MODELS
Bansal, Ravi; Gallant, A.Ronald; Tauchen, George - 2007
Persistent link: https://www.econbiz.de/10007741064
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Which Moments to Match?
Gallant, A.Ronald; Tauchen, George - In: Econometric theory 12 (1996) 4, pp. 657-681
Persistent link: https://www.econbiz.de/10007003407