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subject:"Stichprobenerhebung"
type:"article"
~person:"Aït-Sahalia, Yacine"
~subject:"Prognoseverfahren"
~subject:"USA"
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Stichprobenerhebung
Prognoseverfahren
USA
Estimation theory
15
Schätztheorie
15
Sampling
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Statistical test
3
Statistischer Test
3
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
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2
Statistical distribution
2
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2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
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1993
1
CAPM
1
Derivat
1
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1
Diffusions
1
HJM approach
1
Hausman test
1
Innovation diffusion
1
Innovationsdiffusion
1
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1
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1
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Aït-Sahalia, Yacine
Kumar, Dilip
11
Swanson, Norman R.
11
Baltagi, Badi H.
8
Kapetanios, George
8
McCracken, Michael W.
8
Phillips, Peter C. B.
8
Cai, Zongwu
7
Corradi, Valentina
7
Hendry, David F.
7
Koop, Gary
7
Pesaran, M. Hashem
7
Shang, Han Lin
7
Ullah, Aman
7
Zhang, Xinyu
7
Demetrescu, Matei
6
Ghysels, Eric
6
Lahiri, Kajal
6
Newey, Whitney K.
6
Taylor, James W.
6
Teräsvirta, Timo
6
West, Kenneth D.
6
Wywiał, Janusz
6
Bauwens, Luc
5
Bera, Anil K.
5
Caporale, Guglielmo Maria
5
Clements, Michael P.
5
Diebold, Francis X.
5
Fosten, Jack
5
Franses, Philip Hans
5
Hansen, Bruce E.
5
Heckman, James J.
5
Hill, Rufus Carter
5
Hoffman, Dennis L.
5
Koopman, Siem Jan
5
Lee, Ji Hyung
5
Lee, Tae-hwy
5
Maddala, Gangadharrao S.
5
Pittis, Nikitas
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Advances in economics and econometrics ; Vol. 3
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
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1
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:
2
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
3
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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
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:
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