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High-frequency financial econo...
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Aït-Sahalia, Yacine
150
Jacod, Jean
74
Mykland, Per A.
26
Podolskij, Mark
18
Li, Yingying
14
Zhang, Lan
14
Xiu, Dacheng
13
Fan, Jianqing
10
Graversen, Svend Erik
10
Barndorff-Nielsen, Ole E.
9
Vetter, Mathias
8
Ait-Sahalia, Yacine
7
Andritzky, Jochen
7
Lo, Andrew W.
7
Nowak, Sylwia
7
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6
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6
Jacod, J.
6
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6
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6
Shephard, Neil
6
Pelizzon, Loriana
5
Jobst, Andreas
4
Li, Jia
4
Park, Joon Y.
4
Tamirisa, Natalia
4
Zheng, Xinghua
4
AÏT-SAHALIA, YACINE
3
Aït-Sahalia, Y.
3
Cacho-Diaz, Julio
3
Hansen, Lars Peter
3
Jobst, Andreas A.
3
Li, Chen Xu
3
Li, Chenxu
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Matthys, Felix
3
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3
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Journal of econometrics
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Stochastic Processes and their Applications
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5
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Finance and Stochastics
4
Journal of the American Statistical Association : JASA
4
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4
The review of financial studies
4
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3
Handbooks in finance
3
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2
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2
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2
Journal of Financial Economics
2
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2
Journal of international economics
2
Journal of the American Statistical Association
2
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2
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2
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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1
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
2
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:
3
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:
4
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
5
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
6
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
-
1996
Persistent link: https://www.econbiz.de/10000569087
Saved in:
7
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783429
Saved in:
8
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:
9
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:
10
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
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