A Ronald Gallant

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 
Finance, Statistics
"A. Ronald Gallant"


BETA: Related publications


You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

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
See more...