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Ghysels, Eric
338
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107
Todorov, Viktor
33
Andreou, Elena
29
Gallant, A. Ronald
29
Bollerslev, Tim
22
Valkanov, Rossen I.
20
Babii, Andrii
15
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14
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14
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12
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12
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11
Hall, Alastair R.
10
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10
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10
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10
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9
Li, Jia
9
Tauchen, George
9
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8
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8
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8
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8
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8
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7
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7
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6
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6
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ECONIS (ZBW)
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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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