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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
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Estimation theory
Share price
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Market microstructure
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Option pricing theory
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Aït-Sahalia, Yacine
Imbens, Guido
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Heckman, James J.
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Abadie, Alberto
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Schorfheide, Frank
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Athey, Susan
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Diebold, Francis X.
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Kline, Patrick
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Stock, James H.
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Watson, Mark W.
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Graham, Bryan S.
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Kim, Kyoo Il
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Mairesse, Jacques
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Shapiro, Jesse M.
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Wooldridge, Jeffrey M.
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Bajari, Patrick L.
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Bayer, Patrick J.
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Chaisemartin, Clément de
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Chernozhukov, Victor
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Fox, Jeremy T.
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Hortaçsu, Ali
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Ng, Serena
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Ryan, Stephen
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Brandt, Michael W.
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Card, David E.
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
9
Technical working paper / National Bureau of Economic Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Handbooks in finance
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Advances in economics and econometrics ; Vol. 3
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Journal of the American Statistical Association : JASA
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The journal of business : B
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
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How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2003
Persistent link: https://www.econbiz.de/10001752968
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2
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
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