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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
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Alternative models for stock price dynamics
Chernov, Mikhail; Ronald Gallant, A.; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1, pp. 225-258
Persistent link: https://www.econbiz.de/10006761939
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The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald - In: Journal of econometrics 45 (1990) 1, pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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Annals issue: in honor of Ron Gallant
Tauchen, George Eugene (ed.); Gallant, A. Ronald (honouree) - 2022
Persistent link: https://www.econbiz.de/10013441741
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Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573
Persistent link: https://www.econbiz.de/10007761422
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Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573
Persistent link: https://www.econbiz.de/10003569901
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Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001772158