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subject:"Volatility"
type_genre:"Article in journal"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~subject:"Nonparametric statistics"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
Estimation theory
15
Schätztheorie
15
Theorie
4
Theory
4
Volatilität
4
Sampling
3
Statistical test
3
Statistischer Test
3
Stichprobenerhebung
3
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
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1993
1
CAPM
1
Derivat
1
Derivative
1
Diffusions
1
HJM approach
1
Hausman test
1
Innovation diffusion
1
Innovationsdiffusion
1
Kernel estimators
1
Local power
1
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1
Locally linear estimators
1
Market microstructure noise
1
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Article in journal
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5
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1
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English
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Aït-Sahalia, Yacine
Linton, Oliver
37
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Cai, Zongwu
17
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Sun, Yiguo
15
Li, Degui
14
Maheswaran, S.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Tsionas, Efthymios G.
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Van Keilegom, Ingrid
10
Yao, Feng
10
Breunig, Christoph
9
Kristensen, Dennis
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Xiao, Zhijie
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
4
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
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