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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~subject:"Exchange rate"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Exchange rate
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Aït-Sahalia, Yacine
Todorov, Viktor
13
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9
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7
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5
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5
Li, Jia
5
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Xuan Vinh Vo
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International review of economics & finance : IREF
Journal of econometrics
Journal of political economy
The journal of finance : the journal of the American Finance Association
Annales d'économie et de statistique
1
Econometrics of imperfect competition
1
Journal of financial economics
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ECONIS (ZBW)
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The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
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2
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
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3
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:
4
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
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