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High frequency market microstr...
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Theorie
76
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76
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38
Volatilität
38
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29
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29
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25
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25
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23
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21
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15
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Aït-Sahalia, Yacine
152
Yu, Jialin
54
Mykland, Per A.
20
Jacod, Jean
16
Zhang, Lan
14
Fan, Jianqing
10
Xiong, Wei
10
Xiu, Dacheng
10
Hong, Harrison G.
8
Andritzky, Jochen
7
Lo, Andrew W.
7
Nowak, Sylwia
7
Brandt, Michael W.
6
Kimmel, Robert
6
Laeven, Roger J. A.
6
Mancini, Loriano
6
Ait-Sahalia, Yacine
5
Hong, Harrison
5
Li, Yingying
5
Pelizzon, Loriana
5
Wang, Jiang
5
Jobst, Andreas
4
Li, Chen Xu
4
Li, Chenxu
4
Park, Joon Y.
4
Tamirisa, Natalia
4
AÏT-SAHALIA, YACINE
3
Aït-Sahalia, Y.
3
Cacho-Diaz, Julio
3
Hansen, Lars Peter
3
Jobst, Andreas A.
3
Li, Jia
3
Matthys, Felix
3
Parker, Jonathan A.
3
Peng, Heng
3
Tamirisa, Natalia T.
3
Temzelides, Ted
3
Yogo, Motohiro
3
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2
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2
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1
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35
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23
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12
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12
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9
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8
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6
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5
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5
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4
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4
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
143
RePEc
40
OLC EcoSci
28
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2
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1
EconStor
1
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11
Luxury goods and the equity premium
Aït-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Saved in:
12
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:
13
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
14
Applications
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898680
Saved in:
15
Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
-
2010
Persistent link: https://www.econbiz.de/10003900628
Saved in:
16
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
Saved in:
17
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:
18
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:
19
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:
20
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
Saved in:
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