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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
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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
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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.
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2002
Persistent link: https://www.econbiz.de/10001663740
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4
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
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1998
Persistent link: https://www.econbiz.de/10000982384
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