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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Term premium and volatility : a nonlinear analysis of the Swiss interest rates
Hsu, Chiente - In: Swiss journal of economics and statistics 132 (1996) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001201657
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The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente; Kugler, Peter - 1996
Persistent link: https://www.econbiz.de/10000933041
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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New minimum chi-square methods in empirical finance
Tauchen, George Eugene - 1997
Persistent link: https://www.econbiz.de/10001328729
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New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene - In: Journal of econometrics 228 (2022) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
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Estimating a dynamic oligopolistic game with serially correlated unobserved production costs
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2008
Persistent link: https://www.econbiz.de/10003819987
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Can we explain the sign-switching behavior of cross-country interest rate correlations?
Ahna, Dong-hyun; In Seok Baek; Gallant, A. Ronald - 2011
Persistent link: https://www.econbiz.de/10009560226
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Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald - In: The review of financial studies 15 (2002) 1, pp. 243-288
Persistent link: https://www.econbiz.de/10001639617