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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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The 2001 JBES Invited Paper - Reply - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Durham, Garland B.; Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 335-338
Persistent link: https://www.econbiz.de/10008216269
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The 2001 JBES Invited Paper - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
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/10008216277
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The 2007 Invited Address - Comment - On the Fit of New Keynesian Models
Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 151
Persistent link: https://www.econbiz.de/10008221866
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Editors' Remarks
Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 4, pp. 426
Persistent link: https://www.econbiz.de/10008224897
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On the Determination of General Scientific Models With Application to Asset Pricing
Gallant, A.Ronald; McCulloch, Robert E. - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 117-131
Persistent link: https://www.econbiz.de/10008240483
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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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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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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/10007039853