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subject:"Sampling"
~person:"Aït-Sahalia, Yacine"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Sampling
Estimation
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Estimation theory
15
Schätztheorie
15
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Statistical test
3
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3
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3
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2
Marktmikrostruktur
2
Maximum likelihood estimation
2
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2
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2
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Option pricing theory
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2
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1993
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Aït-Sahalia, Yacine
Kumbhakar, Subal
14
Gao, Jiti
13
Su, Liangjun
12
Tauchen, George Eugene
12
Kumar, Dilip
10
Linton, Oliver
10
Phillips, Peter C. B.
10
Todorov, Viktor
10
Baltagi, Badi H.
9
Lee, Lung-fei
9
Li, Jia
9
Tsionas, Efthymios G.
9
Escanciano, Juan Carlos
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Jochmans, Koen
8
Li, Qi
8
Parmeter, Christopher F.
8
Ramírez, Miguel D.
8
Francq, Christian
7
Kapetanios, George
7
Kim, Donggyu
7
Cai, Zongwu
6
Egger, Peter
6
Koop, Gary
6
Lesage, James P.
6
Lu, Xun
6
Maheswaran, S.
6
Park, Joon Y.
6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Wang, Yazhen
6
Westerlund, Joakim
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Wywiał, Janusz
6
Yu, Jihai
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
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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
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)
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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
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
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:
4
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:
5
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
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