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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~person:"Aït-Sahalia, Yacine"
~subject:"Anlageverhalten"
~subject:"Asymmetrische Information"
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Capital income
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Aït-Sahalia, Yacine
Subrahmanyam, Avanidhar
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4
Fama, Eugene F.
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Hong, Harrison G.
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Harvey, Campbell R.
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International review of financial analysis
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Discussion paper / Deutsche Bundesbank
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Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
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