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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
~type_genre:"Graue Literatur"
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Aït-Sahalia, Yacine
Itō, Takatoshi
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
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ECONIS (ZBW)
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Principal component analysis of high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
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2015
Persistent link: https://www.econbiz.de/10011372555
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High frequency traders : taking advantage of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
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2013
Persistent link: https://www.econbiz.de/10010200028
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