//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Climate policy"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Euro area"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Bildungsertrag
Euro area
Innovation
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation
3
CAPM
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
High frequency trading
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
Japan
1
Jumps
1
Latent factor model
1
Likelihood approximation
1
Liquidity
1
Market impact
1
Market liquidity
1
Market microstructure
1
Market microstructure noise
1
Marktliquidität
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
Höhne, Niklas
8
Kuramochi, Takeshi
7
Winkler, Harald E.
7
Depledge, Joanna
6
Asselt, Harro van
5
Chan, Sander
5
Jotzo, Frank
5
Schleich, Joachim
5
Bataille, Chris
4
Bergh, Jeroen C. J. M. van den
4
Fekete, Hanna
4
Hallin, Marc
4
Hsu, Angel
4
Michaelowa, Axel
4
Pollitt, Hector
4
Roelfsema, Mark
4
Shishlov, Igor
4
Weinfurter, Amy
4
Allen, Myles R.
3
Anderson, Kevin
3
Barigozzi, Matteo
3
Botzen, W. J. Wouter
3
Broberg, Morten P.
3
Ekins, Paul
3
Fankhauser, Samuel
3
Flachsland, Christian
3
Grubb, Michael
3
Hale, Thomas
3
Hermwille, Lukas
3
Herwartz, Helmut
3
Karlsson-Vinkhuyzen, Sylvia I.
3
La Hoz Theuer, Stephanie
3
Lazarus, Michael
3
McGlade, Christophe
3
Mercure, Jean-Francois
3
Phillips, Peter C. B.
3
Piggot, Georgia
3
Pye, Steve
3
Schneider, Lambert
3
more ...
less ...
Published in...
All
CESifo Forum
Climate policy
Environmental modeling & assessment
Journal of econometrics
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->