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ECONIS (ZBW)
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1
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
2
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
Saved in:
3
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
;
Tauchen, George Eugene
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766236
Saved in:
4
On fitting a recalcitrant series : the pound dollar exchange rate, 1974 - 83
Gallant, A. Ronald
;
Hsieh, David A.
;
Tauchen, George Eugene
-
1988
Persistent link: https://www.econbiz.de/10000766237
Saved in:
5
Nonlinear dynamic structures
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809496
Saved in:
6
Stock prices and volume
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
Persistent link: https://www.econbiz.de/10000811126
Saved in:
7
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
Saved in:
8
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
9
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
Saved in:
10
Which moments to match?
Gallant, A. Ronald
- In:
Econometric theory
12
(
1996
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001210205
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