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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"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Aït-Sahalia, Yacine
Gao, Jiti
31
Andrews, Donald W. K.
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Imbens, Guido
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Hyndman, Rob J.
16
Newey, Whitney K.
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Angrist, Joshua D.
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Peng, Bin
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Martin, Gael M.
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Stock, James H.
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Dong, Chaohua
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Giles, David E. A.
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Hahn, Jinyong
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King, Maxwell L.
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Nelson, Daniel B.
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Li, Qi
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Linton, Oliver
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Pesaran, M. Hashem
7
Poskitt, Donald Stephen
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Robinson, Peter M.
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West, Kenneth D.
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Wooldridge, Jeffrey M.
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Shin, Dong-wan
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Baltagi, Badi H.
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Diebold, Francis X.
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Matzkin, Rosa L.
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Ploberger, Werner
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Tran-van-Hoa
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Vahid, Farshid
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Watson, Mark W.
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Yan, Yayi
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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
Journal of econometrics
5
Handbooks in finance
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Journal of the American Statistical Association : JASA
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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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
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