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Aït-Sahalia, Yacine
14
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3
Fan, Jianqing
3
Jacod, Jean
3
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3
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3
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2
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OLC EcoSci
ECONIS (ZBW)
174
RePEc
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1
NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, João
;
Aït-Sahalia, Y.
;
Arnold, L.
;
Bandi, F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 880-898
Persistent link: https://www.econbiz.de/10007762702
Saved in:
2
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
Ploberger, Werner
;
Aït-Sahalia, Y.
;
Ahn, S.K.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 15-42
Persistent link: https://www.econbiz.de/10007896795
Saved in:
3
BAYESIAN CONSISTENCY FOR STATIONARY MODELS
Lijoi, Antonio
;
Prünster, Igor
;
Walker, Stephen G.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 749-760
Persistent link: https://www.econbiz.de/10007732414
Saved in:
4
The leverage effect puzzle: Disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10010122976
Saved in:
5
How Often to Sample 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
(
2013
)
2
,
pp. 351-350
Persistent link: https://www.econbiz.de/10010114501
Saved in:
6
Nonparametric Transition-Based Tests for Jump Diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10008328382
Saved in:
7
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10008143207
Saved in:
8
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. 727-762
Persistent link: https://www.econbiz.de/10008077672
Saved in:
9
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas
; …
- In:
Journal of international economics
87
(
2012
)
1
,
pp. 162-178
Persistent link: https://www.econbiz.de/10009967153
Saved in:
10
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10009969396
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