Narrow search
Showing 1 - 5 of 5
Cover Image
Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald - In: The review of financial studies 15 (2013) 1, pp. 243-242
Persistent link: https://www.econbiz.de/10010114319
Cover Image
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. 44-59
Persistent link: https://www.econbiz.de/10008881137
Cover Image
The relative efficiency of method of moments estimators
Ronald Gallant, A.; Tauchen, George - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10006784942
Cover Image
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
Aldrich, Eric M.; Fernández-Villaverde, Jesús; Ronald … - In: Journal of economic dynamics & control 35 (2011) 3, pp. 386-394
Persistent link: https://www.econbiz.de/10008769069
Cover Image
Alternative models for stock price dynamics
Chernov, Mikhail; Ronald Gallant, A.; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1, pp. 225-258
Persistent link: https://www.econbiz.de/10006761939