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subject:"Schätzung"
subject:"Theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
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Schätzung
Theory
Estimation theory
4
Schätztheorie
4
Sampling
3
Stichprobenerhebung
3
Theorie
3
CAPM
1
Derivat
1
Derivative
1
Estimation
1
Market microstructure
1
Marktmikrostruktur
1
Option pricing theory
1
Optionspreistheorie
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Statistical method
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Aït-Sahalia, Yacine
Andrews, Donald W. K.
18
Gouriéroux, Christian
17
Robert, Christian P.
17
Newey, Whitney K.
13
Zakoïan, Jean-Michel
12
Francq, Christian
11
Guégan, Dominique
10
Imbens, Guido
10
Phillips, Peter C. B.
9
Horowitz, Joel
8
Heckman, James J.
7
Jasiak, Joann
7
Robinson, Peter M.
7
Comte, Fabienne
6
Fermanian, Jean-David
6
Guerre, Emmanuel
6
Matzkin, Rosa L.
6
Monfort, Alain
6
Scaillet, Olivier
6
Smith, Richard J.
6
Stock, James H.
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Dufour, Jean-Marie
5
Engle, Robert F.
5
Hristache, Marian
5
Lewbel, Arthur
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
White, Halbert
5
Bai, Jushan
4
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Card, David E.
4
Chernozhukov, Victor
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Technical working paper / National Bureau of Economic Research
3
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
4
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1
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
Saved in:
2
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
3
The effects of random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 483-549
Persistent link: https://www.econbiz.de/10001750277
Saved in:
4
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
Saved in:
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