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Volatility
Theorie
76
Theory
76
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41
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28
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28
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24
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24
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Finanzmarkt
10
Risikoprämie
10
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9
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Aït-Sahalia, Yacine
36
Duarte, Jefferson
5
Xiu, Dacheng
5
Jacod, Jean
4
Fan, Jianqing
3
Kamara, Avraham
3
Mancini, Loriano
3
Mykland, Per A.
3
Siegel, Stephan
3
Sun, Celine
3
Cacho-Diaz, Julio
2
Kimmel, Robert
2
Laeven, Roger J. A.
2
Li, Chen Xu
2
Li, Chenxu
2
Li, Yingying
2
Matthys, Felix
2
Osambela, Emilio
2
Sağlam, Mehmet
2
Sircar, Kaushik Ronnie
2
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2
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1
Brunetti, Celso
1
Chacho-Diaz, Julio
1
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1
Detzel, Andrew L.
1
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Jones, Christopher S.
1
Kalnina, Ilze
1
Karaman, Mustafa
1
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1
Laeven, Roger J.A.
1
Li, Jia
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Manresa, Elena
1
Peng, Heng
1
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2
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ECONIS (ZBW)
41
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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
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