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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
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Capital income
Zeitreihenanalyse
Kapitaleinkommen
Optionspreistheorie
Theorie
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Theory
16
CAPM
6
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Option pricing theory
4
Market microstructure
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Marktmikrostruktur
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United States
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1963-1998
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Aït-Sahalia, Yacine
Koopman, Siem Jan
56
Lucas, André
34
Dijk, Herman K. van
26
Phillips, Peter C. B.
16
Blasques, Francisco
14
Bos, Charles S.
14
Koop, Gary
14
Dijk, Dick van
13
Franses, Philip Hans
13
Ooms, Marius
10
McAleer, Michael
9
Paap, Richard
9
Swanson, Norman R.
8
Creal, Drew
7
Teräsvirta, Timo
7
Yu, Jun
7
Diks, Cees G. H.
6
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gooijer, Jan G. de
5
Gouriéroux, Christian
5
Grassi, Stefano
5
Hallin, Marc
5
Hoek, Henk
5
Linton, Oliver
5
Ravazzolo, Francesco
5
Taylor, Robert
5
Todorov, Viktor
5
Vries, Casper G. de
5
Aastveit, Knut Are
4
Asai, Manabu
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Carr, Peter
4
Casarin, Roberto
4
Chang, Chia-Lin
4
Chen, Rong
4
Diebold, Francis X.
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Discussion paper / Tinbergen Institute
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
8
NBER working paper series
3
Journal of financial economics
2
CEA_372Cass working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
8
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1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
2
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
3
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
4
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:
5
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
6
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
Saved in:
7
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
8
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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