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Introduction to: Reflections o...
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Theorie
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Ghysels, Eric
372
Tauchen, George Eugene
93
Todorov, Viktor
34
Gallant, A. Ronald
32
Andreou, Elena
31
Tauchen, George
24
Bollerslev, Tim
23
Babii, Andrii
15
Idier, Julien
15
Valkanov, Rossen I.
15
Jagannathan, Ravi
14
Gouriéroux, Christian
13
Renault, Eric
13
Santa-Clara, Pedro
12
Li, Jia
11
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11
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10
Hall, Alastair R.
10
Swanson, Norman R.
10
Chabot, Benjamin
9
Chernov, Mikhail
9
Jasiak, Joann
9
Marcellino, Massimiliano
9
Plazzi, Alberto
9
Sizova, Natalia
9
Zhou, Hao
9
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8
Andrade, Philippe
8
Ball, Ryan T.
8
Bansal, Ravi
8
Gagliardini, Patrick
8
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8
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8
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8
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7
Granger, C. W. J.
7
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7
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7
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43
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5
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3
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3
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1
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Journal of econometrics
51
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43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
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14
Discussion paper / Centre for Economic Policy Research
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Economic Research Initiatives at Duke (ERID) Working Paper
10
Econometric theory
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
The review of financial studies
7
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6
Journal of financial econometrics
6
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6
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6
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6
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5
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5
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5
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3
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2
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2
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ECONIS (ZBW)
383
RePEc
67
EconStor
19
BASE
9
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3
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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
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:
6
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:
7
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
8
Notes on financial econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
Saved in:
9
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:
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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