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Search: "Ai͏̈t-Sahalia, Yacine"
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Edmond Malinvaud
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France
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Frankreich
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Makroökonomisches Modell
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Methode
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Mikroökonomie
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Mikroökonomische Fundierung
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Statistik
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Volkswirtschaftslehre
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French
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Ai͏̈t-Sahalia, Yacine
30
Mykland, Per A.
6
Zhang, Lan
4
Brandt, Michael W.
2
Lo, Andrew W.
2
Ai͏̈t Sahalia, Yacine
1
Bickel, Peter J.
1
Duarte, Jefferson
1
Kimmel, Robert
1
Malinvaud, Edmond
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Mykland, Per
1
Parker, Jonathan A.
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Stoker, Thomas M.
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Wang, Yubo
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Yared, Francis
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Yogo, Motohiro
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Working paper / National Bureau of Economic Research, Inc
9
Journal of econometrics
4
Technical working paper / National Bureau of Economic Research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of financial studies
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Annales d'économie et de statistique
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Journal of financial economics
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Journal of the American Statistical Association : JASA
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OLC EcoSci
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ECONIS (ZBW)
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CONSUMPTION AND PORTFOLIO CHOICE WITH OPTION-IMPLIED STATE PRICES
Ai͏̈t-Sahalia, Yacine
;
Brandt, Michael W.
-
2008
Persistent link: https://www.econbiz.de/10007984968
Saved in:
2
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 162-166
Persistent link: https://www.econbiz.de/10008222692
Saved in:
3
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Ai͏̈t-Sahalia, Yacine
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10007024534
Saved in:
4
Theory and Methods - A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
Zhang, Lan
;
Mykland, Per A.
;
Ai͏̈t-Sahalia, Yacine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1394-1411
Persistent link: https://www.econbiz.de/10006605479
Saved in:
5
EDGEWORTH EXPANSIONS FOR REALIZED VOLATILITY AND RELATED ESTIMATORS
Zhang, Lan
;
Mykland, Per
;
Ai͏̈t-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10005919904
Saved in:
6
ULTRA HIGH FREQUENCY VOLATILITY ESTIMATION WITH DEPENDENT MICROSTRUCTURE NOISE
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
-
2005
Persistent link: https://www.econbiz.de/10006959146
Saved in:
7
Luxury Goods and the Equity Premium
Ai͏̈t-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10006548879
Saved in:
8
Disentangling diffusion from jumps
Ai͏̈t-Sahalia, Yacine
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 487-528
Persistent link: https://www.econbiz.de/10006502561
Saved in:
9
DISENTANGLING VOLATILITY FROM JUMPS
Ai͏̈t-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10006967482
Saved in:
10
HOW OFTEN TO SAMPLE A CONTINUOUS-TIME PROCESS IN THE PRESENCE OF MARKET MICROSTRUCTURE NOISE
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
-
2003
Persistent link: https://www.econbiz.de/10006969422
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