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~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
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Aït-Sahalia, Yacine
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ECONIS (ZBW)
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783429
Saved in:
2
Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
-
2010
Persistent link: https://www.econbiz.de/10003900628
Saved in:
3
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
4
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
5
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
6
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
-
2004
Persistent link: https://www.econbiz.de/10002125925
Saved in:
7
A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Bakshi, Gurdip S.
;
Ju, Nengjiu
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 2037-2052
Persistent link: https://www.econbiz.de/10003232699
Saved in:
8
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
-
2002
Persistent link: https://www.econbiz.de/10001720457
Saved in:
9
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 223-262
Persistent link: https://www.econbiz.de/10001648106
Saved in:
10
Maximum likelihood estimation of latent Markov models using closed-form approximations
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-49
Persistent link: https://www.econbiz.de/10015075088
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