A. Ronald Gallant

Stock Prices and Volume

A. Ronald Gallant, Peter E. Rossi, George Tauchen · Review of Financial Studies · 1992 · 1.3K citations

Market Microstructure, Empirical Finance, Economics +13

Nonlinear Statistical Models.

Chih‐Ling Tsai, A. Ronald Gallant · Journal of the American Statistical Association · 1989 · 1.1K citations

Statistical Modeling, Statistics, Statistical Inference +1

Which Moments to Match?

A. Ronald Gallant, George Tauchen · Econometric Theory · 1996 · 1K citations

Gmm Criterion, Parameter Estimation, Performance Studies +12

On the bias in flexible functional forms and an essentially unbiased form

A. Ronald Gallant · Journal of Econometrics · 1981 · 972 citations

Engineering, Generalized Function, Integrable Probability +9

Alternative models for stock price dynamics

Mikhail Chernov, A. Ronald Gallant, Éric Ghysels et al. · Journal of Econometrics · 2003 · 942 citations

Economics, Financial Economics, Asset Pricing +4