//--> //--> //-->
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:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Estimation"
~subject:"High frequency trading"
~subject:"Innovation"
~subject:"Japan"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
| 19 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Bildungsertrag
Estimation
High frequency trading
Innovation
Japan
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
4
Theory
4
Volatility
4
Volatilität
4
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-dimensional data
1
High-frequency data
1
Idiosyncratic risk
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
4
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Hallin, Marc
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Herwartz, Helmut
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Zhang, Zhengjun
3
Asai, Manabu
2
Bai, Jushan
2
Barnett, William A.
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Kim, Dukpa
2
Linton, Oliver
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Oka, Tatsushi
2
Pelger, Markus
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Seo, Myung Hwan
2
Shin, Yongcheol
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Vogt, Michael
2
Wang, Weining
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Yichong
2
Agudze, Komla M.
1
Andersen, Torben
1
Anderson, Heather M.
1
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->