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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Ahn, Seung Chan"
~person:"Aït-Sahalia, Yacine"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Momentenmethode
Monte Carlo simulation
Theorie
Volatilität
Theory
15
Volatility
6
CAPM
5
Estimation
4
Schätzung
4
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Method of moments
2
Option pricing theory
2
Optionspreistheorie
2
Panel
2
Panel study
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Beta risk
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Betafaktor
1
Big data
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Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
1
Core
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
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Aufsatz in Zeitschrift
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15
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Ahn, Seung Chan
Aït-Sahalia, Yacine
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Diebold, Francis X.
12
McAleer, Michael
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Kumbhakar, Subal
10
Li, Qi
10
Timmermann, Allan
10
Ullah, Aman
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
King, Maxwell L.
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Giles, David E. A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
3
The review of financial studies
3
Econometric reviews
2
Annales d'économie et de statistique
1
Econometrics of imperfect competition
1
Economica
1
Economics letters
1
Hitotsubashi journal of economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
1
Review of financial economics : RFE
1
Seoul journal of economics
1
The B.E. journal of macroeconomics
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ECONIS (ZBW)
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1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
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
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:
4
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:
5
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
6
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
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/10003783780
Saved in:
8
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
9
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Saved in:
10
GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
Saved in:
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