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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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Habit, long-run risks, prospect? : a statistical inquiry
Aldrich, Eric M.; Gallant, A. Ronald - 2010
Persistent link: https://www.econbiz.de/10009560354
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Dynamic entry with cross product spillovers : an application to the generic drug industry
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2010
Persistent link: https://www.econbiz.de/10009560355
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Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors
Aldricha, Eric M.; Fernández-Villaverde, Jesús; … - 2010
Persistent link: https://www.econbiz.de/10009560935
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Bayesian estimation of a dynamic game with endogenous, partially observed, serially correlated state
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2011
Persistent link: https://www.econbiz.de/10009561727
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Activity signature functions for high-frequency data analysis
Tauchen, George Eugene; Todorov, Viktor - 2008
Persistent link: https://www.econbiz.de/10010218844
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Volatility jumps
Tauchen, George Eugene; Todorov, Viktor - 2008
Persistent link: https://www.econbiz.de/10010218853
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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - 2008
Persistent link: https://www.econbiz.de/10010218854
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A discrete-time model for daily S&P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian; … - 2005
Persistent link: https://www.econbiz.de/10010218862
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The Realized Laplace Transform of volatility
Todorov, Viktor; Tauchen, George Eugene - 2011
Persistent link: https://www.econbiz.de/10009560217