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~person:"Aït-Sahalia, Yacine"
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Sampling
8
Stichprobenerhebung
8
Estimation theory
7
Schätztheorie
7
Theorie
7
Theory
7
Market microstructure
2
Marktmikrostruktur
2
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2
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Maximum likelihood estimation
1
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Aït-Sahalia, Yacine
Kroh, Martin
28
Rendtel, Ulrich
27
Dijk, Herman K. van
22
Wagner, Gert G.
22
Stenger, Horst
20
Huber, Martin
17
Brakel, Jan A. van den
16
Büning, Herbert
16
Pannenberg, Markus
16
Pesaran, M. Hashem
16
Schorfheide, Frank
15
Siegers, Rainer
15
Greene, William H.
14
Koopman, Siem Jan
14
Imbens, Guido
13
Mykland, Per A.
13
Ridder, Geert
13
Steel, Mark F. J.
13
Bos, Charles S.
12
Carlson, Alyssa
12
Hoogerheide, Lennart F.
12
Lee, Sokbae
12
Manski, Charles F.
12
Schmidt, Christoph M.
12
Wu, Chien-wei
12
Chernozhukov, Victor
11
D'Haultfœuille, Xavier
11
Hoogerheide, Lennart
11
Kamihigashi, Takashi
11
Krumbholz, Wolf
11
Liesenfeld, Roman
11
Robert, Christian P.
11
Spieß, Martin
11
Steinhauer, Hans Walter
11
Baltagi, Badi H.
10
Chaudhuri, Arijit
10
McAleer, Michael
10
Opschoor, Anne
10
Osiewalski, Jacek
10
Schröder, Carsten
10
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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
3
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 approximation approach
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 223-262
Persistent link: https://www.econbiz.de/10001648106
Saved in:
8
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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