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Mykland, Per A.
15
Zhang, Lan
8
Ai͏̈t-Sahalia, Yacine
7
Mykland, Per
5
Aït-Sahalia, Yacine
3
Lee, Suzanne S.
3
Ait-Sahalia, Yacine
1
Chaudhuri, Probal
1
Chen, Rong
1
Hayashi, Takaki
1
Jing, Bing-Yi
1
Kong, Xin-Bing
1
Lin, Ming
1
Liu, Zhi
1
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Journal of econometrics
5
Journal of the American Statistical Association : JASA
4
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc
3
Technical working paper / National Bureau of Economic Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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OLC EcoSci
ECONIS (ZBW)
69
RePEc
30
EconStor
3
USB Cologne (EcoSocSci)
1
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The interpolation of options
Mykland, Per Aslak
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 417-432
Persistent link: https://www.econbiz.de/10008215554
Saved in:
2
Regeneration in Markov Chain Samplers
Mykland, Per
;
Tierney, Luke
;
Yu, Bin
- In:
Journal of the American Statistical Association : JASA
90
(
1995
)
429
,
pp. 233-241
Persistent link: https://www.econbiz.de/10006634759
Saved in:
3
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:
4
On the jump activity index for semimartingales
Jing, Bing-Yi
;
Kong, Xin-Bing
;
Liu, Zhi
;
Mykland, Per
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10009816467
Saved in:
5
On Generating Monte Carlo Samples of Continuous Diffusion Bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-839
Persistent link: https://www.econbiz.de/10008452536
Saved in:
6
Realized Volatility
Meddahi, Nour
;
Mykland, Per
;
Shephard, Neil
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008770560
Saved in:
7
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:
8
Nonlinear Experiments: Optimal Design and Inference Based on Likelihood
Chaudhuri, Probal
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
422
,
pp. 538-546
Persistent link: https://www.econbiz.de/10006638863
Saved in:
9
THE EFFECTS OF RANDOM AND DISCRETE SAMPLING WHEN ESTIMATING CONTINUOUS-TIME DIFFUSIONS
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10005943122
Saved in:
10
EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10008214492
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