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United States
Theorie
103
Theory
103
Volatility
59
Volatilität
59
Portfolio selection
37
Portfolio-Management
37
Estimation theory
30
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30
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29
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22
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USA
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19
Elektronisches Handelssystem
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Nichtparametrisches Verfahren
19
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19
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Option pricing theory
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Optionspreistheorie
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17
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Stochastischer Prozess
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Wertpapierhandel
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Financial market
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Finanzmarkt
15
Zeitreihenanalyse
15
Time series analysis
14
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13
Noise trading
13
Sampling
13
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13
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English
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Aït-Sahalia, Yacine
15
Sağlam, Mehmet
5
Collin-Dufresne, Pierre
3
Daniel, Kent
3
Andritzky, Jochen
2
Jacod, Jean
2
Jobst, Andreas A.
2
Kimmel, Robert
2
Li, Chen Xu
2
Li, Chenxu
2
Nowak, Sylwia
2
Tamirisa, Natalia T.
2
Lo, Andrew W.
1
Moallemi, Ciamac C.
1
Tuzun, Tugkan
1
Wang, Yubo
1
Wermers, Russ
1
Xiu, Dacheng
1
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1
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1
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7
The journal of finance : the journal of the American Finance Association
2
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1
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1
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1
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
Saved in:
2
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
3
Entry-exit decisions of foreign firms and import prices
Aït-Sahalia, Yacine
- In:
Annales d'économie et de statistique
(
1994
),
pp. 219-244
Persistent link: https://www.econbiz.de/10001332964
Saved in:
4
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
5
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
-
1996
Persistent link: https://www.econbiz.de/10000569087
Saved in:
6
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
-
2004
Persistent link: https://www.econbiz.de/10002125925
Saved in:
7
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:
8
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:
9
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:
10
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
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