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subject:"Theorie"
type_genre:"Non-commercial literature"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Economics working paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of industrial organization"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~subject:"Arbeitsmarkt"
~subject:"Finanzpolitik"
~subject:"Schätzung"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Handbuch"
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Theorie
Arbeitsmarkt
Finanzpolitik
Schätzung
Wirkungsanalyse
Theory
11
Volatility
6
Volatilität
6
CAPM
5
Estimation
4
Market microstructure
3
Marktmikrostruktur
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
2
Beta risk
1
Betafaktor
1
Big data
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Core
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
High frequency trading
1
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1
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11
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Non-commercial literature
Aufsatz in Zeitschrift
Bibliography included
Handbuch
Article in journal
11
Language
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English
Author
All
Aït-Sahalia, Yacine
Phillips, Peter C. B.
36
Chambers, Robert G.
28
Hennessy, David A.
27
Dolgui, Alexandre
23
Liu, Ming
23
Moschini, Giancarlo
21
Snower, Dennis J.
21
Wohltmann, Hans-Werner
21
Chavas, Jean-Paul
20
Chu, Chengbin
19
Chu, Feng
19
Lux, Thomas
19
Lence, Sergio H.
18
Pope, Rulon D.
18
Sexton, Richard J.
18
Zheng, Feifeng
17
Alston, Julian Mark
16
Andersen, Torben M.
16
Jiang, Zhibin
16
Just, Richard E.
16
Koop, Gary
16
Lee, Lung-fei
16
Tiwari, Manoj Kumar
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Zilberman, David
15
Cheng, T. C. E.
14
Linton, Oliver
14
Pesaran, M. Hashem
14
Chan, Felix Tung Sun
13
Ghysels, Eric
13
Herwartz, Helmut
13
Chalfant, James Allen
12
Diebold, Francis X.
12
Hayes, Dermot James
12
Kumbhakar, Subal
12
Lapan, Harvey E.
12
Requate, Tilman
12
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Published in...
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American journal of agricultural economics
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Economics working paper
Empirica : journal of european economics
International journal of industrial organization
International journal of production research
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
16
The journal of finance : the journal of the American Finance Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Technical working paper / National Bureau of Economic Research
4
Journal of financial economics
3
The review of financial studies
3
Research paper series / Swiss Finance Institute
2
Working papers / Rodney L. White Center for Financial Research
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
1
Econometrics of imperfect competition
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Swiss Finance Institute Research Paper
1
Working papers on finance
1
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ECONIS (ZBW)
11
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1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
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
Saved in:
3
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:
4
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:
5
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:
6
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
7
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:
8
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Saved in:
9
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:
10
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
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