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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10003217402
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine; Kimmel, Robert - 2002
Persistent link: https://www.econbiz.de/10001720457
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine - 1998
Persistent link: https://www.econbiz.de/10000982384
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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001709546
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TESTING FOR WEAK INSTRUMENTS IN LINEAR IV REGRESSION
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10005939324