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~isPartOf:"Journal of the American Statistical Association : JASA"
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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/10003878162
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Reprojecting Partially Observed Systems With Application to Interest Rate Diffusions
Gallant, A.Ronald
;
Tauchen, George
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
441
,
pp. 10-24
Persistent link: https://www.econbiz.de/10006629323
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Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
Todorov, Viktor
;
Tauchen, George
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
498
,
pp. 622-636
Persistent link: https://www.econbiz.de/10009997400
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