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ECONIS (ZBW)
153
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1
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
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2
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
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3
Notes on financial econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
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4
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:
5
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
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6
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:
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
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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
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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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