Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Telling from discrete data whe...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
69
Theory
69
Volatility
36
Volatilität
36
Estimation theory
24
Schätztheorie
24
Capital income
23
Kapitaleinkommen
23
CAPM
19
Portfolio selection
16
Portfolio-Management
16
USA
16
United States
16
Estimation
14
Schätzung
14
Stochastic process
13
Stochastischer Prozess
13
Börsenkurs
12
Market microstructure
12
Marktmikrostruktur
12
Option pricing theory
12
Optionspreistheorie
12
Share price
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Financial market
10
Finanzmarkt
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Yield curve
10
Zinsstruktur
10
Derivat
9
Derivative
9
Jumps
9
Zeitreihenanalyse
9
Electronic trading
8
Elektronisches Handelssystem
8
Risikoprämie
8
Risk premium
8
Sampling
8
more ...
less ...
Online availability
All
Free
40
Undetermined
38
Type of publication
All
Article
96
Book / Working Paper
64
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Working Paper
43
Arbeitspapier
42
Graue Literatur
38
Non-commercial literature
38
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
115
Undetermined
44
German
1
French
1
Author
All
Aït-Sahalia, Yacine
152
Mykland, Per A.
20
Jacod, Jean
16
Zhang, Lan
14
Fan, Jianqing
10
Xiu, Dacheng
10
Andritzky, Jochen
7
Lo, Andrew W.
7
Nowak, Sylwia
7
Brandt, Michael W.
6
Kimmel, Robert
6
Laeven, Roger J. A.
6
Mancini, Loriano
6
Pelizzon, Loriana
5
Jobst, Andreas
4
Li, Chen Xu
4
Li, Chenxu
4
Li, Yingying
4
Park, Joon Y.
4
Tamirisa, Natalia
4
AÏT-SAHALIA, YACINE
3
Aït-Sahalia, Y.
3
Cacho-Diaz, Julio
3
Hansen, Lars Peter
3
Jobst, Andreas A.
3
Li, Jia
3
Matthys, Felix
3
Parker, Jonathan A.
3
Peng, Heng
3
Tamirisa, Natalia T.
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
more ...
less ...
Institution
All
National Bureau of Economic Research
11
Princeton University Press
3
Center for Research in Security Prices (CRSP), Booth School of Business
2
Rodney L. White Center for Financial Research
2
National Bureau of Economic Research <Cambridge, Mass.>
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
Swiss Finance Institute
1
more ...
less ...
Published in...
All
Journal of econometrics
32
Working paper / National Bureau of Economic Research, Inc.
23
NBER working paper series
10
Journal of Econometrics
7
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of Finance
5
The journal of finance : the journal of the American Finance Association
5
Journal of the American Statistical Association : JASA
4
Technical working paper / National Bureau of Economic Research
4
The review of financial studies
4
Econometric theory
3
Handbooks in finance
3
CRSP working papers
2
Introductory Chapters
2
Journal of Financial Economics
2
Journal of economic literature
2
Journal of international economics
2
Journal of the American Statistical Association
2
Research paper series / Swiss Finance Institute
2
SAFE Working Paper
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in economics and econometrics ; Vol. 3
1
Annales d'économie et de statistique
1
Annual Review of Financial Economics
1
Annual review of financial economics
1
CEA_372Cass working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Series 1
1
Discussion papers in economics
1
Econometrica
1
Econometrics of imperfect competition
1
Economics Books / Princeton University Press
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
FAME Research Paper Series
1
Finance and economics discussion series
1
Fisher College of Business working paper series
1
Handbook of financial time series
1
IMF working paper
1
Journal of Economic Literature
1
more ...
less ...
Source
All
ECONIS (ZBW)
111
RePEc
28
OLC EcoSci
17
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
EconStor
1
Showing
11
-
20
of
160
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
How to stop a herd of running bears? : market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
-
2009
Persistent link: https://www.econbiz.de/10003901616
Saved in:
12
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
13
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:
14
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
Saved in:
15
Analyzing the spectrum of asset returns : jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
-
2010
Persistent link: https://www.econbiz.de/10003951823
Saved in:
16
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
-
2010
Persistent link: https://www.econbiz.de/10003951825
Saved in:
17
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
18
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:
19
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
20
Consumption and portfolio choice with option-implied state prices
Aït-Sahalia, Yacine
;
Brandt, Michael W.
-
2008
Persistent link: https://www.econbiz.de/10003680553
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
