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~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Aït-Sahalia, Yacine"
~person:"Pelizzon, Loriana"
~type_genre:"Aufsatz in Zeitschrift"
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Nichtparametrisches Verfahren
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Aït-Sahalia, Yacine
Pelizzon, Loriana
Fan, Jianqing
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Journal of the American Statistical Association : JASA
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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
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2
A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1393-1411
Persistent link: https://www.econbiz.de/10003242153
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