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~isPartOf:"Journal of financial economics"
~person:"Aït-Sahalia, Yacine"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Aït-Sahalia, Yacine
Bollerslev, Tim
5
Kelly, Bryan T.
4
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Da, Zhi
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Journal of financial economics
Journal of econometrics
3
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Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
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