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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"Risk"
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Estimation theory
Schätzung
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Theorie
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Theory
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5
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4
Market microstructure
3
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Aït-Sahalia, Yacine
Phillips, Peter C. B.
9
Pesaran, M. Hashem
8
Gouriéroux, Christian
7
Koop, Gary
7
Lee, Lung-fei
7
Chib, Siddhartha
6
Heckman, James J.
6
Li, Qi
6
Baltagi, Badi H.
5
Kohn, Robert
5
Marcellino, Massimiliano
5
Müller, Gernot J.
5
Snell, Andy
5
Steel, Mark F. J.
5
Blundell, Richard W.
4
Chen, Songnian
4
Diebold, Francis X.
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
Inoue, Atsushi
4
King, Maxwell L.
4
Magnus, Jan R.
4
Martins, Pedro S.
4
Schmidt, Peter
4
Stueber, Heiko
4
Swanson, Norman R.
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Wellschmied, Felix
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Ali, Mukhtar M.
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Andrews, Donald W. K.
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Belzil, Christian
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Born, Benjamin
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3
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Discussion papers / CEPR
IZA Discussion Paper
Journal of econometrics
Technical working paper / National Bureau of Economic Research
3
Working paper / National Bureau of Economic Research, Inc.
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
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CEA_372Cass working paper series
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Econometrics of imperfect competition
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1
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:
2
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:
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
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
Saved in:
5
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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