Andrew Ronald Gallant

    • 5084 Citations
    • 35 h-Index
    1968 …2020

    Research output per year

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    Research Output

    Complementary Bayesian method of moments strategies

    Gallant, A. R., Jun 1 2020, In : Journal of Applied Econometrics. 35, 4, p. 422-439 18 p.

    Research output: Contribution to journalArticle

  • Does Smooth Ambiguity Matter for Asset Pricing?

    Ronald Gallant, A., Jahan-Parvar, M. R. & Liu, H., Sep 1 2019, In : Review of Financial Studies. 32, 9, p. 3617-3666 50 p.

    Research output: Contribution to journalArticle

    Open Access
  • 2 Scopus citations
  • 4 Scopus citations

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

    Ronald Gallant, A. & Tauchen, G., Jul 2018, In : Journal of Econometrics. 205, 1, p. 140-155 16 p.

    Research output: Contribution to journalArticle

  • The dynamic spillovers of entry: An application to the generic drug industry

    Ronald Gallant, A., Hong, H. & Khwaja, A., Mar 2018, In : Management Science. 64, 3, p. 1189-1211 23 p.

    Research output: Contribution to journalArticle

  • 7 Scopus citations