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ESTIMATION OF CONTINUOUS-TIME...
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Tauchen, George
36
Gallant, A.Ronald
8
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7
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4
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4
Ronald Gallant, A.
3
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Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
The review of economics and statistics
2
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1
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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
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2
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
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3
Stochastic volatility in general equilibrium
Tauchen, George
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10010009170
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4
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
Saved in:
5
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
Saved in:
6
The Objective Function of Simulation Estimators Near the Boundary of the Unstable Region of the Parameter Space
Tauchen, George
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 389-398
Persistent link: https://www.econbiz.de/10007353001
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Volume, volatility, and leverage: A dynamic analysis
Tauchen, George
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177
Persistent link: https://www.econbiz.de/10006796319
Saved in:
10
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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