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Nonlinear statistical models
Gallant, A. Ronald - 1987
Persistent link: https://www.econbiz.de/10009585852
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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
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Empirical reverse engineering of the pricing kernel
Chernov, Mikhail - In: Journal of econometrics 116 (2003) 1/2, pp. 329-364
Persistent link: https://www.econbiz.de/10001772154
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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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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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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
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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
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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
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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
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New minimum chi-square methods in empirical finance
Tauchen, George Eugene - 1997
Persistent link: https://www.econbiz.de/10001328729