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subject:"Stichprobenerhebung"
person:"Aït-Sahalia, Yacine"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Maximum likelihood estimation
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
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Nonparametric statistics
3
Schätzung
3
Statistical test
3
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3
Time series analysis
3
Zeitreihenanalyse
3
CAPM
2
Derivat
2
Derivative
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Scientific modelling
2
Statistical distribution
2
Statistical method
2
Statistische Methode
2
Statistische Verteilung
2
1993
1
Diffusions
1
HJM approach
1
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1
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1
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1
Kernel estimators
1
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Aït-Sahalia, Yacine
Lee, Lung-fei
22
Pesaran, M. Hashem
22
Koopman, Siem Jan
20
Phillips, Peter C. B.
15
Chernozhukov, Victor
11
Fiorentini, Gabriele
11
Mykland, Per A.
11
Pfaffermayr, Michael
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Andrews, Donald W. K.
10
Hayakawa, Kazuhiko
10
Magnus, Jan R.
10
Ait-Sahalia, Yacine
9
Blasques, Francisco
9
Brakel, Jan A. van den
9
Francq, Christian
9
Gao, Jiti
9
Schorfheide, Frank
9
Baltagi, Badi H.
8
Greene, William H.
8
Herbst, Edward P.
8
Horowitz, Joel
8
Nielsen, Morten Ørregaard
8
Tsionas, Efthymios G.
8
Wooldridge, Jeffrey M.
8
Carlson, Alyssa
7
Chaudhuri, Arijit
7
Christiano, Lawrence J.
7
Hurn, Stan
7
Jin, Fei
7
Kukacka, Jiri
7
Lucas, André
7
Pouzo, Demian
7
Vigfusson, Robert J.
7
Wywiał, Janusz
7
Yu, Jun
7
Andrews, Isaiah
6
Bao, Yong
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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
Journal of econometrics
1
The journal of business : B
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
9
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1
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
2
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:
3
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:
4
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:
5
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
6
A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Bakshi, Gurdip S.
;
Ju, Nengjiu
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 2037-2052
Persistent link: https://www.econbiz.de/10003232699
Saved in:
7
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:
8
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:
9
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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