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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"European economic review : EER"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of development economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"Journal of public economics"
~language:"eng"
~language:"nld"
~language:"srp"
~person:"Aït-Sahalia, Yacine"
~person:"Verdier, Thierry"
~subject:"China"
~subject:"Developing countries"
~subject:"Impact assessment"
~subject:"India"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Aït-Sahalia, Yacine
Verdier, Thierry
Phillips, Peter C. B.
61
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
European economic review : EER
International journal of production research
Journal of development economics
Journal of econometrics
Journal of political economy
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6
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5
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ECONIS (ZBW)
42
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1
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
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:
3
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:
4
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:
5
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
6
Terror networks and trade : does the neighbor hurt?
Sousa, José de
;
Mirza, Daniel
;
Verdier, Thierry
- In:
European economic review : EER
107
(
2018
),
pp. 27-56
Persistent link: https://www.econbiz.de/10012128388
Saved in:
7
A theory of regional conflict complexes
Silve, Arthur
;
Verdier, Thierry
- In:
Journal of development economics
133
(
2018
),
pp. 434-447
Persistent link: https://www.econbiz.de/10011983518
Saved in:
8
Asymmetric growth and institutions in an interdependent world
Acemoglu, Daron
;
Robinson, James A.
;
Verdier, Thierry
- In:
Journal of political economy
125
(
2017
)
5
,
pp. 1245-1305
Persistent link: https://www.econbiz.de/10011753886
Saved in:
9
The political economy of public income volatility : with an application to the resource curse
Robinson, James A.
;
Torvik, Ragnar
;
Verdier, Thierry
- In:
Journal of public economics
145
(
2017
),
pp. 243-252
Persistent link: https://www.econbiz.de/10011745275
Saved in:
10
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
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