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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - 1996
Persistent link: https://www.econbiz.de/10000569087
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How to stop a herd of running bears? : market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine; Andritzky, Jochen; Jobst, Andreas A. - 2009
Persistent link: https://www.econbiz.de/10003901616
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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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
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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
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Principal component analysis of high frequency data
Aït-Sahalia, Yacine; Xiu, Dacheng - 2015
Persistent link: https://www.econbiz.de/10011372555
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Analyzing the spectrum of asset returns: jump and volatility components in high frequency data
Aït-Sahalia, Yacine; Jacod, Jean - In: Journal of economic literature 50 (2012) 4, pp. 1007-1050
Persistent link: https://www.econbiz.de/10009696498
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - 2004
Persistent link: https://www.econbiz.de/10002125925
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Handbook of financial econometrics
Aït-Sahalia, Yacine (contributor) - 2010
Persistent link: https://www.econbiz.de/10001634267
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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