A Ronald Gallant, Hanes Corporation Foundation Professor and Professor of Economics

Contact Info:

Office Location:	100 Fuqua Drive
Office Phone:	(919) 660-1800, (919) 660-7700
Email Address:
Web Page:	http://www.duke.edu/~arg/index.html

Research Interests: Datamining, Econometrics, Probability, and Statistics

Areas of Interest:

Statistics
Econometrics

Curriculum Vitae

Recent Publications   (More Publications)

1. EM Aldrich and AR Gallant, Habit, long-run risks, prospect? A statistical inquiry, Journal of Financial Econometrics, vol. 9 no. 4 (2011), pp. 589-618, ISSN 1479-8409 [doi]  [abs]
2. AR Gallant and RE Mcculloch, On the determination of general scientific models with application to asset pricing, Journal of the American Statistical Association, vol. 104 no. 485 (2009), pp. 117-131, ISSN 0162-1459 [doi]  [abs]
3. ARM Cheng, AR Gallant, C Ji and BS Lee, A Gaussian approximation scheme for computation of option prices in stochastic volatility models, Journal of Econometrics, vol. 146 no. 1 (2008), pp. 44-58, ISSN 0304-4076 [doi]  [abs]
4. LJ Christiano, AR Gallant, CA Sims, J Faust, L Kilian, MD Negro, F Schorfheide, F Smets and R Wouters, Comment, Journal of Business and Economic Statistics, vol. 25 no. 2 (2007), pp. 143-162, ISSN 0735-0015 [doi]
5. AR Gallant and H Hong, A statistical inquiry into the plausibility of recursive utility, Journal of Financial Econometrics, vol. 5 no. 4 (2007), pp. 523-559, ISSN 1479-8409 [doi]  [abs]