A Ronald Gallant

Affiliations: 
1993 Economics University of North Carolina, Chapel Hill, Chapel Hill, NC 
 1983-2013 Duke University, Durham, NC 
 2013- Pennsylvania State University, State College, PA, United States 
Area:
Finance, Statistics
Website:
https://www.aronaldg.org/
Google:
"A. Ronald Gallant"
Bio:

https://www.aronaldg.org/vita/vita.pdf

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Publications

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Aldrich EM, Gallant AR. (2011) Habit, long-run risks, prospect? A statistical inquiry Journal of Financial Econometrics. 9: 589-618
Gallant AR, Tauchen G. (2010) Simulated Score Methods and Indirect Inference for Continuous-time Models Handbook of Financial Econometrics, Vol 1. 427-477
Gallant AR, Mcculloch RE. (2009) On the determination of general scientific models with application to asset pricing Journal of the American Statistical Association. 104: 117-131
Cheng Ar(, Gallant AR, Ji C, et al. (2008) A Gaussian approximation scheme for computation of option prices in stochastic volatility models Journal of Econometrics. 146: 44-58
Bansal R, Gallant AR, Tauchen G. (2007) Rational pessimism, rational exuberance, and asset pricing models Review of Economic Studies. 74: 1005-1033
Gallant AR, Hong H. (2007) A statistical inquiry into the plausibility of recursive utility Journal of Financial Econometrics. 5: 523-559
Chernov M, Gallant AR, Ghysels E, et al. (2003) Alternative models for stock price dynamics Journal of Econometrics. 116: 225-257
Ahn DH, Dittmar RF, Gallant AR, et al. (2003) Purebred or hybrid?: Reproducing the volatility in term structure dynamics Journal of Econometrics. 116: 147-180
Durham GB, Gallant AR. (2002) Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes Journal of Business and Economic Statistics. 20: 297-316
Coppejans M, Gallant AR. (2002) Cross-validated SNP density estimates Journal of Econometrics. 110: 27-65
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