Ronald Gallant

Finance · 2002

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Ronald Gallant trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kenneth J. Singleton
  2. Yacine Aït-Sahalia
  3. Bjørn Eraker
  4. Ole E. Barndorff-Nielsen
  5. N. Shephard
  6. Michael W. Brandt
  7. George K. Chacko
  8. Pedro Santa-clara
  9. Luis M. Viceira
  10. Tim B. Swartz

Who trusts Ronald Gallant overall

  1. Garland B. Durham
  2. Omiros Papaspiliopoulos
  3. Peter C. B. Phillips
  4. Chenxu Li
  5. Edward L. Ionides
  6. P. de Valpine
  7. Osnat Stramer
  8. N. Shephard
  9. V. Todorov
  10. Ole E. Barndorff-Nielsen

Papers from Ronald Gallant's perspective

Ordered by how strongly the researchers Ronald Gallant trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. Estimation of affine asset pricing models using the empirical characteristic function
  3. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  4. Likelihood INference for Discretely Observed Non-linear Diffusions
  5. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  7. Spectral GMM Estimation of Continuous-Time Processes
  8. Back to the future (CACM)
  9. Approximating Integrals Via Monte Carlo and Deterministic Methods
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers