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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Atkinson, Scott Estes"
~person:"Aït-Sahalia, Yacine"
~subject:"Estimation"
~subject:"United States"
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Schätzung
Estimation
United States
Theorie
16
Theory
16
Volatility
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6
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5
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4
Technische Effizienz
4
Market microstructure
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USA
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Option pricing theory
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Regressionsanalyse
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Schätztheorie
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1980-1995
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Atkinson, Scott Estes
Aït-Sahalia, Yacine
Koop, Gary
5
Pesaran, M. Hashem
4
Steel, Mark F. J.
4
Diebold, Francis X.
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Phillips, Peter C. B.
3
Sasaki, Yuya
3
Timmermann, Allan
3
Todorov, Viktor
3
Andersen, Torben
2
Asai, Manabu
2
Chen, Xiaohong
2
Chudik, Alexander
2
Dijk, Dick van
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Franses, Philip Hans
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Gaudecker, Hans-Martin von
2
Ghysels, Eric
2
Grammig, Joachim
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Hallin, Marc
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Han, Xu
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Hansen, Lars Peter
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Harvey, Andrew C.
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Hong, Yongmiao
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Inoue, Atsushi
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Kutlu, Levent
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Liesenfeld, Roman
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McAleer, Michael
2
Mroz, Thomas A.
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Nielsen, Morten Ørregaard
2
Pelger, Markus
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Journal of econometrics
International economic review
2
Resource and energy economics
2
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
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Econometric reviews
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Econometrics of imperfect competition
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European journal of operational research : EJOR
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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ECONIS (ZBW)
6
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1
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
3
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
4
Bayesian measurement of productivity and efficiency in the presence of undesirable outputs : crediting electric utilities for reducing air pollution
Atkinson, Scott Estes
;
Dorfman, Jeffrey H.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10002647878
Saved in:
5
Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions
Atkinson, Scott Estes
;
Primont, Daniel A.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 203-225
Persistent link: https://www.econbiz.de/10001657607
Saved in:
6
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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