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~subject:"Volatility"
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Volatility
Theorie
142
Theory
142
USA
122
United States
118
Private consumption
66
Privater Konsum
66
CAPM
58
Capital income
55
Kapitaleinkommen
55
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53
Schätzung
53
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48
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48
Volatilität
47
Household
40
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40
Estimation theory
32
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31
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Börsenkurs
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Share price
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Wirkungsanalyse
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Financial crisis
21
Financial investment
21
Impact assessment
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Kapitalanlage
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Finanzkrise
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17
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Aït-Sahalia, Yacine
35
Yogo, Motohiro
8
Kogan, Leonid
5
Xiu, Dacheng
5
Jacod, Jean
4
Parker, Jonathan A.
4
Fan, Jianqing
3
Mancini, Loriano
3
Mykland, Per A.
3
Cacho-Diaz, Julio
2
Gomes, Joao F.
2
Gomes, João
2
Kimmel, Robert
2
Koijen, Ralph S. J.
2
Laeven, Roger J. A.
2
Li, Chen Xu
2
Li, Chenxu
2
Li, Yingying
2
Matthys, Felix
2
Osambela, Emilio
2
Sircar, Kaushik Ronnie
2
Vissing-Jorgensen, Annette
2
Vissing-Jørgensen, Annette
2
Zhang, Lan
2
Amengual, Dante
1
Brunetti, Celso
1
Chacho-Diaz, Julio
1
Gomes, João F.
1
Hansen, Lars Peter
1
Hong, Harrison G.
1
Kalnina, Ilze
1
Karaman, Mustafa
1
Karamann, Mustafa
1
Laeven, Roger J.A.
1
Li, Jia
1
Manresa, Elena
1
Peng, Heng
1
Saglam, Mehmet
1
Sağlam, Mehmet
1
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National Bureau of Economic Research
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Journal of econometrics
11
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11
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6
Journal of financial economics
4
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2
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2
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1
Finance and economics discussion series
1
Handbook of financial time series
1
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1
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ECONIS (ZBW)
47
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1
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
-
1996
Persistent link: https://www.econbiz.de/10000569087
Saved in:
2
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:
3
Estimating volatility in the presence of market microstructure noise: a review of the theory and practical considerations
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Handbook of financial time series
,
(pp. 577-598)
.
2009
Persistent link: https://www.econbiz.de/10003834187
Saved in:
4
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
5
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
9
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
Saved in:
10
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
Saved in:
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