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Alternative Models of Stock Pr...
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United States
Theorie
232
Theory
228
Volatility
115
Volatilität
113
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109
Estimation
108
Time series analysis
98
Zeitreihenanalyse
98
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95
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86
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84
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84
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82
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75
Risk premium
75
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70
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69
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54
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53
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53
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40
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40
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39
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35
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32
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Bayes-Statistik
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Bayesian inference
27
Risiko
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44
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English
84
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Ghysels, Eric
44
Chernov, Mikhail
26
Tauchen, George Eugene
10
Backus, David
9
Gallant, A. Ronald
9
Andreou, Elena
4
Boyarchenko, Nina
4
Engle, Robert F.
4
Martin, Ian
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Bollerslev, Tim
3
Chabot, Benjamin
3
Dunn, Brett R.
3
Fleming, Michael J.
3
Jagannathan, Ravi
3
Longstaff, Francis A.
3
Makarov, Igor
3
Zhou, Hao
3
Ball, Ryan
2
Bansal, Ravi
2
Broadie, Mark
2
Brownlees, Christian
2
Chabot, Ben
2
Gagliardini, Patrick
2
Gorbenko, Alexander S.
2
Johannes, Michael
2
Kurz, Christopher J.
2
Nguyen, Giang H.
2
Ozkan, Nazire
2
Plazzi, Alberto
2
Rossi, Peter E.
2
Rubin, Mirco
2
Schmid, Lukas
2
Valkanov, Rossen
2
Wright, Jonathan H.
2
Zviadadze, Irina
2
Ahn, Dong-Hyun
1
Anderson, Ewan W.
1
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1
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Discussion paper / Centre for Economic Policy Research
15
The review of financial studies
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper / National Bureau of Economic Research, Inc.
7
The review of economics and statistics
4
The journal of finance : the journal of the American Finance Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Macroeconomic dynamics
2
Staff reports / Federal Reserve Bank of New York
2
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2
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2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CREATES research paper
1
Computation and estimation in finance and economics
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Econometric Society monographs
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of economic dynamics & control
1
NBER working paper series
1
Research paper series / Swiss Finance Institute
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
The Paul Woolley Centre paper series
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
UNC Kenan-Flagler Research Paper
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ECONIS (ZBW)
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1
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
2
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
3
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
4
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
Saved in:
5
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
6
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics
Gallant, A. Ronald
-
1997
Persistent link: https://www.econbiz.de/10000619800
Saved in:
7
On the role of risk premia in volatility forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
Saved in:
8
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
9
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald
;
Hong, Han
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
Saved in:
10
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
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