//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Aït-Sahalia, Yacine"
~person:"Pelizzon, Loriana"
~subject:"Noise Trading"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Aït-Sahalia, Yacine"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
Theorie
29
Theory
29
Volatility
18
Volatilität
18
Estimation theory
15
Schätztheorie
15
CAPM
9
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Stochastic process
8
Stochastischer Prozess
8
Market microstructure
7
Marktmikrostruktur
7
Option pricing theory
7
Optionspreistheorie
7
USA
7
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Börsenkurs
5
Derivat
5
Derivative
5
Financial market
5
Finanzmarkt
5
Jumps
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Noise trading
4
Sampling
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Stichprobenerhebung
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Pelizzon, Loriana
Brunetti, Celso
1
Jacod, Jean
1
Xiu, Dacheng
1
Published in...
All
Journal of econometrics
2
Journal of economic literature
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Analyzing the spectrum of asset returns: jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Journal of economic literature
50
(
2012
)
4
,
pp. 1007-1050
Persistent link: https://www.econbiz.de/10009696498
Saved in:
4
Disentangling diffusion from jumps
Aït-Sahalia, Yacine
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->