//--> //--> //-->
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
~person:"Aït-Sahalia, Yacine"
~subject:"Stochastic process"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
29
Theory
29
Volatility
18
Volatilität
18
Estimation theory
15
Schätztheorie
15
CAPM
9
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Stochastischer Prozess
8
Market microstructure
7
Marktmikrostruktur
7
Option pricing theory
7
Optionspreistheorie
7
USA
7
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Börsenkurs
5
Derivat
5
Derivative
5
Financial market
5
Finanzmarkt
5
Jumps
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Noise Trading
4
Noise trading
4
Sampling
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Stichprobenerhebung
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Arbeitspapier
2
Collection of articles of several authors
2
Sammelwerk
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
8
Author
All
Aït-Sahalia, Yacine
Li, Chen Xu
2
Li, Chenxu
2
Amengual, Dante
1
Fan, Jianqing
1
Kimmel, Robert
1
Manresa, Elena
1
Matthys, Felix
1
Peng, Heng
1
Xiu, Dacheng
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of financial economics
2
Journal of economic theory
1
Journal of the American Statistical Association : JASA
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Implied stochastic volatility models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
3
Robust consumption and portfolio policies when asset prices can jump
Aït-Sahalia, Yacine
;
Matthys, Felix
- In:
Journal of economic theory
179
(
2019
),
pp. 1-56
Persistent link: https://www.econbiz.de/10012131456
Saved in:
4
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
5
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
6
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
7
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:
8
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...
//-->