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Results: 1-3 |
Results: 3

Authors: Fleissig, AR Gallant, AR Seater, JJ
Citation: Ar. Fleissig et al., Separability, aggregation, and Euler equation estimation, MACROECON D, 4(4), 2000, pp. 547-572

Authors: Gallant, AR Tauchen, G
Citation: Ar. Gallant et G. Tauchen, The relative efficiency of method of moments estimators, J ECONOMET, 92(1), 1999, pp. 149-172

Authors: Gallant, AR Hsu, CT Tauchen, G
Citation: Ar. Gallant et al., Using daily range data to calibrate volatility diffusions and extract the forward integrated variance, REV ECON ST, 81(4), 1999, pp. 617-631
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