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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

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

Nonlinear dynamic structures

Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 871-907

Persistent link: https://www.econbiz.de/10001147138

Stock prices and volume

Gallant, A. Ronald - In: The review of financial studies 5 (1992) 2, pp. 199-242

Persistent link: https://www.econbiz.de/10001123796

A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458

Persistent link: https://www.econbiz.de/10001483311

Incentive Pay in the United States: Its Determinants and Its Effects

Parent, Daniel - Centre Interuniversitaire de Recherche en Analyse des … - 2001

The0501n objective of this article is to provide a survey of the empirical work done on the use of incentive pay in the United States focusing on two0501n empirical questions: what are the determinants of their use and what are the effects of pay-per-performance schemes, if any. Theoretical...

Persistent link: https://www.econbiz.de/10005101120