//--> //--> //-->
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
~isPartOf:"CEA_372Cass working paper series"
~person:"Aït-Sahalia, Yacine"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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: "Aït-Sahalia, Yacine"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
High-dimensional data
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
high-frequency data
1
latent factor model
1
portfolio optimization
1
principal compo-nents
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Non-commercial literature
Arbeitspapier
1
Graue Literatur
1
Working Paper
1
Language
All
English
1
Author
All
Aït-Sahalia, Yacine
Xiu, Dacheng
1
Published in...
All
CEA_372Cass working paper series
Journal of econometrics
24
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
5
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
NBER working paper series
3
The review of financial studies
3
Journal of the American Statistical Association : JASA
2
Research paper series / Swiss Finance Institute
2
Working papers / Rodney L. White Center for Financial Research
2
Annales d'économie et de statistique
1
Annual review of financial economics
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
1
Econometrics of imperfect competition
1
Finance and economics discussion series
1
Fisher College of Business working paper series
1
IMF working paper
1
Journal of economic literature
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
SAFE Working Paper
1
SAFE working paper
1
Swiss Finance Institute Research Paper
1
The journal of business : B
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a highdimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2017
Persistent link: https://www.econbiz.de/10012806600
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->