//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätztheorie
10
Volatility
3
Volatilität
3
Estimation
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Zeitreihenanalyse
2
1993
1
CAPM
1
Derivat
1
Derivative
1
Diffusions
1
HJM approach
1
Hausman test
1
Kernel estimators
1
Local power
1
Local time
1
Locally linear estimators
1
Market microstructure
1
Market microstructure noise
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nichtparametrisches Verfahren
1
Noise Trading
1
Noise trading
1
Nonparametric statistics
1
Nonstationarity
1
Option pricing theory
1
Optionspreistheorie
1
Pre-averaging
1
Probability theory
1
QMLE
1
Realized volatility
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Aufsatzsammlung
1
Festschrift
1
Language
All
English
10
Author
All
Aït-Sahalia, Yacine
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Newey, Whitney K.
10
Pesaran, M. Hashem
10
Todorov, Viktor
10
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Schmidt, Peter
9
Bai, Jushan
8
Davis, Richard A.
8
Lewbel, Arthur
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Xiao, Zhijie
8
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
The journal of finance : the journal of the American Finance Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of the American Statistical Association : JASA
1
The journal of business : B
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
2
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
3
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
5
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
6
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
7
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
Saved in:
8
An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003723575
Saved in:
9
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
Saved in:
10
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->