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Results:
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Results: 5
Testing target-zone models using efficient method of moments
Authors:
Chung, CS Tauchen, G
Citation:
Cs. Chung et G. Tauchen, Testing target-zone models using efficient method of moments, J BUS ECON, 19(3), 2001, pp. 255-269
Testing target-zone models using efficient method of moments - Reply
Authors:
Chung, CS Tauchen, G
Citation:
Cs. Chung et G. Tauchen, Testing target-zone models using efficient method of moments - Reply, J BUS ECON, 19(3), 2001, pp. 276-277
Notes on financial econometrics
Authors:
Tauchen, G
Citation:
G. Tauchen, Notes on financial econometrics, J ECONOMET, 100(1), 2001, pp. 57-64
The relative efficiency of method of moments estimators
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
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
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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