Does Smooth Ambiguity Matter for Asset Pricing?
Gallant, A. Ronald, Jahan-Parvar, Mohammad R., Liu, Hening
Published in The Review of financial studies (01.09.2019)
Published in The Review of financial studies (01.09.2019)
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Journal Article
Alternative models for stock price dynamics
Chernov, Mikhail, Ronald Gallant, A., Ghysels, Eric, Tauchen, George
Published in Journal of econometrics (01.09.2003)
Published in Journal of econometrics (01.09.2003)
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Journal Article
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
BANSAL, RAVI, GALLANT, A. RONALD, TAUCHEN, GEORGE
Published in The Review of economic studies (01.10.2007)
Published in The Review of economic studies (01.10.2007)
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Journal Article
Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun, Dittmar, Robert F., Gallant, A. Ronald
Published in The Review of financial studies (2002)
Published in The Review of financial studies (2002)
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Journal Article
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald, Giacomini, Raffaella, Ragusa, Giuseppe
Published in Journal of econometrics (01.12.2017)
Published in Journal of econometrics (01.12.2017)
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Journal Article
Constrained estimation using penalization and MCMC
Gallant, A. Ronald, Hong, Han, Leung, Michael P., Li, Jessie
Published in Journal of econometrics (01.05.2022)
Published in Journal of econometrics (01.05.2022)
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Journal Article
Cash flows discounted using a model-free SDF extracted under a yield curve prior
Gallant, A. Ronald, Tauchen, George Eugene
Published in Journal of risk and financial management (01.03.2021)
Published in Journal of risk and financial management (01.03.2021)
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Journal Article
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
Durham, Garland B, Gallant, A. Ronald
Published in Journal of business & economic statistics (01.07.2002)
Published in Journal of business & economic statistics (01.07.2002)
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Journal Article
On the Determination of General Scientific Models With Application to Asset Pricing
Gallant, A. Ronald, McCulloch, Robert E.
Published in Journal of the American Statistical Association (01.03.2009)
Published in Journal of the American Statistical Association (01.03.2009)
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Journal Article