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~subject:"Schätztheorie"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: "Aït-Sahalia, Yacine"
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Schätztheorie
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Theory
30
Volatility
18
Volatilität
18
Estimation theory
16
CAPM
9
Estimation
9
Schätzung
9
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8
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8
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8
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Aït-Sahalia, Yacine
40
Mykland, Per A.
6
Zhang, Lan
4
Lo, Andrew W.
3
Xiu, Dacheng
3
Fan, Jianqing
2
Jacod, Jean
2
Mancini, Loriano
2
Park, Joon Y.
2
Amengual, Dante
1
Bakshi, Gurdip S.
1
Bickel, Peter J.
1
Brandt, Michael W.
1
Brunetti, Celso
1
Cacho-Diaz, Julio
1
Chapman, David A.
1
Duarte, Jefferson
1
Hausman, Jerry A.
1
Hurd, T. R.
1
Ju, Nengjiu
1
Kalnina, Ilze
1
Karamann, Mustafa
1
Laeven, Roger J. A.
1
Li, Chen Xu
1
Li, Chenxu
1
Li, Jia
1
Li, Yingying
1
Manresa, Elena
1
Newey, Whitney K.
1
Parker, Jonathan A.
1
Pearson, Neil D.
1
Peng, Heng
1
Stoker, Thomas Martin
1
Wachter, Jessica A.
1
Wang, Yubo
1
Yared, Francis
1
Yogo, Motohiro
1
Yu, Jialin
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Journal of econometrics
20
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
3
The review of financial studies
3
Journal of the American Statistical Association : JASA
2
Annales d'économie et de statistique
1
Econometrics of imperfect competition
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
41
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1
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:
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
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:
4
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:
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
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
7
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
Saved in:
8
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
9
Portfolio choice in markets with contagion
Aït-Sahalia, Yacine
;
Hurd, T. R.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011588523
Saved in:
10
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:
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