//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Aït-Sahalia, Yacine"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Kapitaleinkommen
Theorie
7
Theory
7
Volatility
6
Volatilität
6
Capital income
3
Estimation
3
Financial market
3
Schätzung
3
Ansteckungseffekt
2
CAPM
2
Contagion effect
2
Factor analysis
2
Faktorenanalyse
2
Hawkes process
2
Jumps
2
Portfolio selection
2
Portfolio-Management
2
2007-2017
1
Aktienmarkt
1
Aktienoption
1
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Contagion
1
Crisis
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
High frequency trading
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Gupta, Rangan
13
Wang, Yudong
10
Jawadi, Fredj
8
Stöckl, Thomas
8
Bouri, Elie
7
Madan, Dilip B.
7
Nonejad, Nima
7
Russo, Alberto
7
Wohar, Mark E.
7
Auer, Benjamin R.
6
Dai, Zhifeng
6
Demirer, Rıza
6
Fabozzi, Frank J.
6
Gallegati, Mauro
6
González Sánchez, Mariano
6
Jarrow, Robert A.
6
Kang, Kyu Ho
6
Pierdzioch, Christian
6
Prokopczuk, Marcel
6
Sornette, Didier
6
Tamoni, Andrea
6
Zaremba, Adam
6
Aboura, Sofiane
5
Garcia, René
5
Gospodinov, Nikolaj
5
Gribisch, Bastian
5
Kumar, Dilip
5
Li, Kai
5
Miao, Jianjun
5
Morone, Andrea
5
Palan, Stefan
5
Pan, Zhiyuan
5
Simonato, Jean-Guy
5
Tiwari, Aviral Kumar
5
Wang, Pengfei
5
Wu, Chongfeng
5
Almeida, Caio
4
Ardison, Kym
4
Asai, Manabu
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
3
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
4
Portfolio choice in markets with contagion
Aït-Sahalia, Yacine
;
Hurd, T. R.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011588523
Saved in:
5
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->