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Introduction to: Reflections o...
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Ghysels, Eric
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164
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85
Tauchen, George Eugene
80
Todorov, Viktor
59
Andreou, Elena
57
Gallant, A. Ronald
56
Bollerslev, Tim
45
Santa-Clara, Pedro
23
Jagannathan, Ravi
22
Valkanov, Rossen
22
Chernov, Mikhail
21
Valkanov, Rossen I.
19
Guay, Alain
18
Renault, Eric
18
Zhou, Hao
18
Bansal, Ravi
17
Idier, Julien
17
Swanson, Norman R.
17
Chabot, Benjamin
16
Gouriéroux, Christian
15
Hall, Alastair
15
Sizova, Natalia
15
Kourtellos, Andros
14
Babii, Andrii
13
Hall, A.
13
Jasiak, Joann
13
Plazzi, Alberto
13
Engle, Robert F.
12
Garcia, René
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12
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11
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11
Onorante, Luca
11
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11
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10
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10
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10
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35
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1
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1
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Journal of econometrics
81
Cahiers de recherche
76
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of Econometrics
36
Journal of Business & Economic Statistics
32
Working Papers / Duke University, Department of Economics
27
ERID working paper
14
Econometric theory
13
Journal of empirical finance
13
Discussion paper / Centre for Economic Policy Research
12
Economic Research Initiatives at Duke (ERID) Working Paper
12
The review of financial studies
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
The review of economics and statistics
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial economics
9
CEPR Discussion Papers
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of Financial Econometrics
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
The journal of finance : the journal of the American Finance Association
7
University of Cyprus Working Papers in Economics
7
CREATES Research Papers
6
Journal of Empirical Finance
6
NBER Working Paper
6
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NBER working paper series
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Working paper / National Bureau of Economic Research, Inc.
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Econometric Theory
5
Econometrica
5
Journal of applied econometrics
5
Journal of economic dynamics & control
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The Review of Economics and Statistics
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Econometric reviews
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1
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
2
Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001772158
Saved in:
3
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
Saved in:
4
A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 151-155
Persistent link: https://www.econbiz.de/10001008736
Saved in:
5
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
6
Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
4
,
pp. 397-425
Persistent link: https://www.econbiz.de/10001012588
Saved in:
7
The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001245214
Saved in:
8
The bias of test for a risk premium in forward exchange rates
Tauchen, George Eugene
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 695-704
Persistent link: https://www.econbiz.de/10001655362
Saved in:
9
Notes on financial econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
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10
Stochastic volatility in general equilibrium
Tauchen, George Eugene
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
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