A. Ronald Gallant - Publications, H-index & Citations

Back

A. Ronald Gallant

Duke University

57H-index

252Paper Count

1.8WCitation Count

Published Papers 38

Publication Date

Solid-State Lithium Batteries: Advances, Challenges, and Future Perspectives

BATTERIES-BASEL

IF4.8

2025-02-22

OAAI

Jose, Subin Antony; Gallant, Amethyst; Gomez, Pedro Lechuga; Jaggers, Zacary; Johansson, Evan; Lapierre, Zachary; Menezes, Pradeep L.

Save

Variance-covariance from a metropolis chain on a curved, singular manifold

JOURNAL OF ECONOMETRICS

IF4

2023-08-01

PREAI

Gallant, A. Ronald

Save

Experience as Co-Editor, A. Ronald Gallant

JOURNAL OF ECONOMETRICS

IF4

2023-03-01

PREAI

Gallant, A. Ronald

Save

Nonparametric Bayes subject to overidentified moment conditions

JOURNAL OF ECONOMETRICS

IF4

2022-05-01

PREAI

Gallant, A. Ronald

Save

Constrained estimation using penalization and MCMC

JOURNAL OF ECONOMETRICS

IF4

2022-05-01

OAAI

Gallant, A. Ronald; Hong, Han; Leung, Michael P.; Li, Jessie

Save

Does Smooth Ambiguity Matter for Asset Pricing?

REVIEW OF FINANCIAL STUDIES

IF5.4

2018-11-19

OAAI

Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening

Save

Exact Bayesian moment based inference for the distribution of the small-time movements of an Ito semimartingale

JOURNAL OF ECONOMETRICS

IF4

2018-07-01

PREAI

Gallant, A. Ronald; Tauchen, George

Save

A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states

JOURNAL OF ECONOMETRICS

IF4

2018-03-01

OAAI

Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed

Save

Bayesian estimation of state space models using moment conditions

JOURNAL OF ECONOMETRICS

IF4

2017-12-01

OAAI

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe

Save

On the Determination of General Scientific Models With Application to Asset Pricing

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2009-03-01

PREAI

Gallant, A. Ronald; McCulloch, Robert E.

Save

A Gaussian approximation scheme for computation of option prices in stochastic volatility models

JOURNAL OF ECONOMETRICS

IF4

2008-09-01

PREAI

Cheng, Ai-ru (Meg); Gallant, A. Ronald; Ji, Chuanshu; Lee, Beom S.

Save

Rational pessimism, rational exuberance, and asset pricing models

REVIEW OF ECONOMIC STUDIES

IF6.4

2007-10-01

OAAI

Bansal, Ravi; Gallant, A. Ronald; Tauchen, George

Save

Purebred or hybrid?: Reproducing the volatility in term structure dynamics

JOURNAL OF ECONOMETRICS

IF4

2003-09-01

OAAI

Ahn, DH; Dittmar, RF; Gallant, AR; Gao, B

Save

Alternative models for stock price dynamics

JOURNAL OF ECONOMETRICS

IF4

2003-09-01

494

OAAI

Chernov, M; Gallant, AR; Ghysels, E; Tauchen, G

Save

Cross-validated SNP density estimates

JOURNAL OF ECONOMETRICS

IF4

2002-09-01

PREAI

Coppejans, M; Gallant, AR

Save

Quadratic term structure models: Theory and evidence

REVIEW OF FINANCIAL STUDIES

IF5.4

2002-01-01

204

PREAI

Ahn, DH; Dittmar, RF; Gallant, AR

Save

Using daily range data to calibrate volatility diffusions and extract the forward integrated variance

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1999-11-01

148

OAAI

Gallant, AR; Hsu, CT; Tauchen, G

Save

Reprojecting partially observed systems with application to interest rate diffusions

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

1998-03-01

118

PREAI

Gallant, AR; Tauchen, G

Save

Estimation of stochastic volatility models with diagnostics

JOURNAL OF ECONOMETRICS

IF4

1997-11-01

150

OAAI

Gallant, AR; Hsieh, D; Tauchen, G

Save

A single-blind controlled competition among tests for nonlinearity and chaos

JOURNAL OF ECONOMETRICS

IF4

1997-01-01

OAAI

Barnett, WA; Gallant, AR; Hinich, MJ; Jungeilges, JA; Kaplan, DT; Jensen, MJ

Save

Research Directions