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~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
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Aït-Sahalia, Yacine
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Economic theory : official journal of the Society for the Advancement of Economic Theory
IZA Discussion Paper
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17
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5
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ECONIS (ZBW)
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1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
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:
3
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
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4
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
5
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
6
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
7
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
8
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:
9
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:
10
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
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