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subject:"Stichprobenerhebung"
person:"Aït-Sahalia, Yacine"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Estimation theory
23
Schätztheorie
23
Theorie
8
Theory
8
Sampling
7
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Stochastic process
4
Stochastischer Prozess
4
Estimation
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Schätzung
3
Statistical test
3
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3
Time series analysis
3
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3
CAPM
2
Derivat
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Derivative
2
Maximum likelihood estimation
2
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2
Modellierung
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Scientific modelling
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Statistical distribution
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Statistical method
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Statistische Methode
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1993
1
Diffusions
1
HJM approach
1
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1
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Aït-Sahalia, Yacine
Mykland, Per A.
11
Brakel, Jan A. van den
9
Chernozhukov, Victor
8
Schorfheide, Frank
8
Chaudhuri, Arijit
7
Herbst, Edward P.
7
Pesaran, M. Hashem
7
Wywiał, Janusz
7
Ait-Sahalia, Yacine
6
Carlson, Alyssa
6
Horowitz, Joel
6
Huber, Martin
6
Imbens, Guido
6
Newey, Whitney K.
6
Phillips, Peter C. B.
6
Andrews, Donald W. K.
5
Bijwaard, Govert
5
Herbst, Edward
5
Joshi, Riju
5
Kan, Raymond
5
Manski, Charles F.
5
Münnich, Ralf T.
5
Ridder, Geert
5
Solon, Gary
5
Steel, Mark F. J.
5
Abowd, John M.
4
Altonji, Joseph G.
4
Angrist, Joshua D.
4
Bognanni, Mark
4
Buelens, Bart
4
Burgard, Jan Pablo
4
Corradi, Valentina
4
Duclos, Jean-Yves
4
Galichon, Alfred
4
Gao, Jiti
4
Ghysels, Eric
4
Greene, William H.
4
Guggenberger, Patrik
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
2
Technical working paper / National Bureau of Economic Research
2
Advances in economics and econometrics ; Vol. 3
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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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
The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10001663740
Saved in:
3
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:
4
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
5
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Saved in:
6
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:
7
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
-
1998
Persistent link: https://www.econbiz.de/10000982384
Saved in:
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