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~person:"Fan, Jianqing"
~person:"Newey, Whitney K."
~person:"Pearson, Neil D."
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Aït-Sahalia, Yacine"
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Fan, Jianqing
Newey, Whitney K.
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Aït-Sahalia, Yacine
50
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6
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ECONIS (ZBW)
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Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
2
Annals issue in honor of Jerry A. Hausman : editors' introduction
Aït-Sahalia, Yacine
;
Lo, Andrew W.
;
Newey, Whitney K.
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303584
Saved in:
3
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
4
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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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