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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economics letters"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Aït-Sahalia, Yacine"
~person:"Giles, David E. A."
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Volatility
Correlation
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Prognoseverfahren
Theorie
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Estimation theory
14
Schätztheorie
14
Theory
13
Sampling
4
Stichprobenerhebung
4
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3
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Aït-Sahalia, Yacine
Giles, David E. A.
Gao, Jiti
31
Andrews, Donald W. K.
18
Imbens, Guido
18
Hyndman, Rob J.
16
Newey, Whitney K.
16
Angrist, Joshua D.
14
Peng, Bin
14
Phillips, Peter C. B.
13
Martin, Gael M.
10
Stock, James H.
10
Dong, Chaohua
8
Hahn, Jinyong
8
Hassler, Uwe
8
Horowitz, Joel
8
King, Maxwell L.
8
Krämer, Walter
8
Nelson, Daniel B.
8
Li, Qi
7
Linton, Oliver
7
Pesaran, M. Hashem
7
Poskitt, Donald Stephen
7
Robinson, Peter M.
7
West, Kenneth D.
7
Wooldridge, Jeffrey M.
7
Shin, Dong-wan
6
Baltagi, Badi H.
5
Diebold, Francis X.
5
Dufour, Jean-Marie
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Mykland, Per A.
5
Ploberger, Werner
5
Tran-van-Hoa
5
Vahid, Farshid
5
Watson, Mark W.
5
Yan, Yayi
5
Abadie, Alberto
4
Altonji, Joseph G.
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
Technical working paper / National Bureau of Economic Research
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Department of Economics, University of Canterbury
13
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Discussion paper
6
Journal of econometrics
5
Oxford bulletin of economics and statistics
2
Computer-aided econometrics
1
Econometric reviews
1
Handbooks in finance
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
1
Statistics : textbooks and monographs
1
The journal of finance : the journal of the American Finance Association
1
The journal of international trade & economic development
1
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
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
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:
5
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
-
1998
Persistent link: https://www.econbiz.de/10000982384
Saved in:
6
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
7
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
8
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
9
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
10
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
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