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Theorie
Theory
76
Volatility
38
Volatilität
38
Capital income
29
Kapitaleinkommen
29
Estimation theory
25
Schätztheorie
25
CAPM
23
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19
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15
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15
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13
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13
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13
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Zinsstruktur
12
Nichtparametrisches Verfahren
10
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10
Derivat
9
Derivative
9
Jumps
9
Noise Trading
9
Noise trading
9
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9
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75
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Aït-Sahalia, Yacine
69
Mykland, Per A.
11
Zhang, Lan
7
Brandt, Michael W.
6
Yu, Jialin
6
Xiu, Dacheng
5
Hong, Harrison G.
3
Lo, Andrew W.
3
Mancini, Loriano
3
Parker, Jonathan A.
3
Yogo, Motohiro
3
Abad Díaz, David
2
Abudy, Menachem
2
Adrian, Tobias
2
Akmansoy, Olivier
2
Alcock, Jamie T.
2
Alexeev, Vitali
2
Aloosh, Arash
2
Amato, Livia
2
Amaya, Diego
2
Angel, James Joseph
2
Avetikian, Alejandro T.
2
Bach, Amadeus
2
Baidoo, Edwin
2
Bakalli, Gaetan
2
Balinski, Michel
2
Bao, Li
2
Barbon, Andrea
2
Bashchenko, Oksana
2
Bindra, Parampreet Christopher
2
Bjønnes, Geir H.
2
Cacho-Diaz, Julio
2
Demange, Gabrielle
2
Dreber, Anna
2
Duarte, Jefferson
2
Fan, Jianqing
2
Holzmeister, Felix
2
Huber, Jürgen
2
Jacod, Jean
2
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2
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National Bureau of Economic Research
5
Rodney L. White Center for Financial Research
2
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Working paper / National Bureau of Economic Research, Inc.
17
Journal of econometrics
13
The journal of finance : the journal of the American Finance Association
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
4
NBER working paper series
4
Technical working paper / National Bureau of Economic Research
4
The review of financial studies
3
Research paper series / Swiss Finance Institute
2
Working papers / Rodney L. White Center for Financial Research
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
1
Econometrics of imperfect competition
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Handbook of financial time series
1
Handbooks in finance
1
International economic review
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
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ECONIS (ZBW)
76
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1
Closed-form likelihood approcimation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1245-1280
Persistent link: https://www.econbiz.de/10003571451
Saved in:
2
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
3
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
4
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
-
1996
Persistent link: https://www.econbiz.de/10000569087
Saved in:
5
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
6
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
Saved in:
7
Luxury goods and the equity premium
Aït-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Saved in:
8
Estimating volatility in the presence of market microstructure noise: a review of the theory and practical considerations
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Handbook of financial time series
,
(pp. 577-598)
.
2009
Persistent link: https://www.econbiz.de/10003834187
Saved in:
9
Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
-
2010
Persistent link: https://www.econbiz.de/10003900628
Saved in:
10
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
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