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Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine; Mancini, Loriano - In: Journal of econometrics 147 (2008) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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Backward stealing and forward manipulation in the WTO
Bagwell, Kyle; Staiger, Robert W. - In: Journal of international economics 82 (2010) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10008841995
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Auctioning countermeasures in the WTO
Bagwell, Kyle; Mavroidis, Petros C.; Staiger, Robert W. - In: Journal of international economics 73 (2007) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10003586322
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Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 160 (2011) 1, pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
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Multilateral trade negotiations, bilateral opportunism and the rules of GATT/WTO
Bagwell, Kyle; Staiger, Robert W. - In: Journal of international economics 63 (2004) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10002073195
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas … - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
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The sensitivity of strategic and corrective R&D policy in oligopolistic industries
Bagwell, Kyle - In: Journal of international economics 36 (1994) 1, pp. 133-150
Persistent link: https://www.econbiz.de/10001155962
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Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine; Wang, Yubo; Yared, Francis - In: Journal of econometrics 102 (2001) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - In: Journal of econometrics 94 (2000) 1/2, pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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Multilateral tariff cooperation during the formation of customs unions
Bagwell, Kyle - In: Journal of international economics 42 (1997) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001221094