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Ghysels, Eric
79
Tauchen, George
36
Chernov, Mikhail
15
Gallant, A.Ronald
8
Andreou, Elena
7
Todorov, Viktor
7
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Journal of econometrics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Working paper / National Bureau of Economic Research, Inc
8
Journal of empirical finance
7
The review of financial studies
7
The journal of finance : the journal of the American Finance Association
6
The review of economics and statistics
6
Journal of financial economics
5
Econometric theory
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
L' Actualité économique : revue trimest.
2
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
The quarterly journal of finance
1
The review of economic studies
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1
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
Saved in:
2
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
Saved in:
3
Frontiers of financial econometrics and financial engineering
Ghysels, Eric
;
Tauchen, George
- In:
Journal of econometrics
116
(
2003
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10006761946
Saved in:
4
The relative efficiency of method of moments estimators
Ronald Gallant, A.
;
Tauchen, George
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10006784942
Saved in:
5
Stochastic volatility in general equilibrium
Tauchen, George
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10010009170
Saved in:
6
Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2013
)
1
,
pp. 243-242
Persistent link: https://www.econbiz.de/10010114319
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7
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru (Meg)
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-59
Persistent link: https://www.econbiz.de/10008881137
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8
Disasters Implied by Equity Index Options
BACKUS, DAVID
;
CHERNOV, MIKHAIL
;
MARTIN, IAN
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 1969-2013
Persistent link: https://www.econbiz.de/10009799630
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9
Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 485-487
Persistent link: https://www.econbiz.de/10008215222
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10
On the Role of Risk Premia in Volatility Forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10008221522
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