//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"Economic growth"
~subject:"Estimation"
~type_genre:"Amtsdruckschrift"
~type_genre:"Mikroform"
~type_genre:"Reprint"
~type_genre:"Systematic review"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Economic growth
Estimation
Theorie
11
Theory
11
Volatility
6
Volatilität
6
CAPM
5
Schätzung
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
High-dimensional data
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Amtsdruckschrift
Mikroform
Reprint
Systematic review
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Koop, Gary
5
Frühwirth-Schnatter, Sylvia
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Todorov, Viktor
3
Andersen, Torben
2
Asai, Manabu
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kutlu, Levent
2
McAleer, Michael
2
Mroz, Thomas A.
2
Pelger, Markus
2
Robinson, Peter M.
2
Sasaki, Yuya
2
Shin, Yongcheol
2
Sickles, Robin C.
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Zhengjun
2
Agudze, Komla M.
1
Amado, Cristina
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Atkinson, Scott Estes
1
Babii, Andrii
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Econometrics of imperfect competition
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->