//--> //--> //-->
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:"Journal of financial economics"
~person:"Aït-Sahalia, Yacine"
~person:"Pelizzon, Loriana"
~type_genre:"Aufsatz in Zeitschrift"
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
Financial market
3
Finanzmarkt
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Aktienmarkt
1
Ansteckungseffekt
1
Capital structure
1
Contagion
1
Contagion effect
1
Correlation
1
Crisis
1
Derivat
1
Derivative
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Hawkes process
1
High frequency data
1
Jumps
1
Kapitalstruktur
1
Latent volatility
1
Leverage effect
1
Market microstructure
1
Market microstructure noise
1
Market risk
1
Marktmikrostruktur
1
Marktrisiko
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Noise Trading
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Pelizzon, Loriana
Kimmel, Robert
2
Cacho-Diaz, Julio
1
Fan, Jianqing
1
Laeven, Roger J. A.
1
Li, Yingying
1
Published in...
All
Journal of financial economics
Journal of econometrics
24
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
The review of financial studies
3
Journal of the American Statistical Association : JASA
2
Annales d'économie et de statistique
1
Annual review of financial economics
1
Econometrics of imperfect competition
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
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
3
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
4
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
5
Disentangling diffusion from jumps
Aït-Sahalia, Yacine
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->