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Ait-Sahalia, Yacine
7
Andritzky, Jochen
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Aït-Sahalia, Yacine
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Duarte, Jefferson
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Fan, Jianqing
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Jobst, Andreas
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Li, Yingying
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Lo, Andrew W.
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Working paper / National Bureau of Economic Research, Inc
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Advances in economics and econometrics ; Vol. 3
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THE LEVERAGE EFFECT PUZZLE: DISENTANGLING SOURCES OF BIAS AT HIGH FREQUENCY
Ait-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
-
2011
Persistent link: https://www.econbiz.de/10009833031
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2
MARKET RESPONSE TO POLICY INITIATIVES DURING THE GLOBAL FINANCIAL CRISIS
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas
; …
-
2010
Persistent link: https://www.econbiz.de/10008400838
Saved in:
3
HIGH FREQUENCY MARKET MICROSTRUCTURE NOISE ESTIMATES AND LIQUIDITY MEASURES
Ait-Sahalia, Yacine
;
Yu, Jialin
-
2008
Persistent link: https://www.econbiz.de/10007978541
Saved in:
4
A TALE OF TWO TIME SCALES: DETERMINING INTEGRATED VOLATILITY WITH NOISY HIGH-FREQUENCY DATA
Zhang, Lan
;
Mykland, Per A.
;
Ait-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10006966215
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5
CLOSED-FROM LIKELIHOOD EXPANSIONS FOR MULTIVARIATE DIFFUSIONS
Ait-Sahalia, Yacine
-
2002
Persistent link: https://www.econbiz.de/10006974040
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6
NONPARAMETRIC OPTION PRICING UNDER SHAPE RESTRICTIONS
Ait-Sahalia, Yacine
;
Duarte, Jefferson
-
2002
Persistent link: https://www.econbiz.de/10006974092
Saved in:
7
LUXURY GOODS AND THE EQUITY PREMIUM
Ait-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
-
2001
Persistent link: https://www.econbiz.de/10006977935
Saved in:
8
NONPARAMETRIC RISK MANAGEMENT AND IMPLIED RISK AVERSION
Ait-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10006996849
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