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Search: person:"Aït-Sahalia, Y."
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Aït-Sahalia, Yacine
101
Mykland, Per A.
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Zhang, Lan
8
Lo, Andrew W.
6
Xiu, Dacheng
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Jacod, Jean
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Laeven, Roger J. A.
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Aït-Sahalia, Y.
3
Hansen, Lars Peter
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ECONIS (ZBW)
102
OLC EcoSci
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RePEc
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51
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
52
Applications
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898680
Saved in:
53
Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
-
2010
Persistent link: https://www.econbiz.de/10003900628
Saved in:
54
Analyzing the spectrum of asset returns : jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
-
2010
Persistent link: https://www.econbiz.de/10003951823
Saved in:
55
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
-
2010
Persistent link: https://www.econbiz.de/10003951825
Saved in:
56
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
57
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:
58
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
Saved in:
59
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
60
Handbook of financial econometrics
Aït-Sahalia, Yacine
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10001634267
Saved in:
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