//--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~subject:"Kapitaleinkommen"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Kapitaleinkommen
Theorie
16
Theory
16
CAPM
6
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Option pricing theory
4
Optionspreistheorie
4
Market microstructure
3
Marktmikrostruktur
3
Portfolio selection
3
Portfolio-Management
3
USA
3
United States
3
Factor analysis
2
Faktorenanalyse
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Time series analysis
2
Yield curve
2
Zinsstruktur
2
1963-1998
1
1993
1
Aktienmarkt
1
Beta risk
1
Betafaktor
1
Big data
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Consumption theory
1
Core
1
Derivat
1
Derivative
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Phillips, Peter C. B.
16
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Benoit
4
Stambaugh, Robert F.
4
Timmermann, Allan
4
Todorov, Viktor
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Corradi, Valentina
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hansen, Lars Peter
3
Harvey, Campbell R.
3
Hendry, David F.
3
Herwartz, Helmut
3
more ...
less ...
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
3
Journal of financial economics
2
CEA_372Cass working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
1
Journal of the American Statistical Association : JASA
1
Technical working paper / National Bureau of Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->