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subject:"Share price"
subject:"World"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"EU-Staaten"
~subject:"Volatilität"
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Aït-Sahalia, Yacine
Rose, Andrew
13
Todorov, Viktor
13
Massa, Massimo
12
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8
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7
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4
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Kilian, Lutz
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
2
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1
Journal of financial economics
1
Research paper series / Swiss Finance Institute
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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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2
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
Saved in:
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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