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yacine ait sahalia

23 cilt bulundu.

Cilt sonuçları

High-Frequency Financial Econometrics

Yacine Aït-Sahalia, Jean Jacod · Princeton University Press

688 sayfa · 2014

Finance / Econometric models / Econometrics / BUSINESS & ECONOMICS / Econometrics / BUSINESS & ECONOMICS / Finance

Handbook of financial econometrics tools and techniques

Yacine Aït-Sahalia · North-Holland/Elsevier

Sayfa sayısı yok · 2010

Econometric models / Finance / Econometrics

Handbook of financial econometrics

Yacine Aït-Sahalia, Lars Peter Hansen · North-Holland/Elsevier

356 sayfa · 2010

Electronic books / Econometric models / Finance / BUSINESS & ECONOMICS / Econometrics

Handbook of financial econometrics tools and techniques

Yacine Aït-Sahalia, Lars Peter Hansen · North-Holland/Elsevier

Sayfa sayısı yok · 2010

Econometric models / Finance / Econometrics / Finance, mathematical models / Optionspreistheorie

Time-series analysisUltra high frequency volatility estimation with dependent microstructure noiseYacine Aït-Sahalia

Ultra high frequency volatility estimation with dependent microstructure noise

Yacine Aït-Sahalia · National Bureau of Economic Research

41 sayfa · 2005

Assets (Accounting) / Econometric models / Prices / Time-series analysis

Consumption (Economics)Luxury goods and the equity premiumYacine Aït-Sahalia

Luxury goods and the equity premium

Yacine Aït-Sahalia · National Bureau of Economic Research

45 sayfa · 2001

Equity premium / Risk aversion / Luxuries / Saving and investment / Consumption (Economics)

Risk managementDisentangling volatility from jumpsYacine Aït-Sahalia

Disentangling volatility from jumps

Yacine Aït-Sahalia · National Bureau of Economic Research

43 sayfa · 2003

Investments / Mathematical models / Options (Finance) / Risk management

CiltHigh frequency market microstructure noise estimates and liquidity measuresYacine Aït-Sahalia

High frequency market microstructure noise estimates and liquidity measures

Yacine Aït-Sahalia · National Bureau of Economic Research

Sayfa sayısı yok · 2008

Kategori yok

Stock exchangesHow often to sample a continuous-time process in the presence of market microstructure noiseYacine Aït-Sahalia

How often to sample a continuous-time process in the presence of market microstructure noise

Yacine Aït-Sahalia · National Bureau of Economic Research

51 sayfa · 2003

Corporate profits / Mathematical models / Securities / Stock exchanges

Stochastic processesMaximum likelihood estimation of stochastic volatility modelsYacine Aït-Sahalia

Maximum likelihood estimation of stochastic volatility models

Yacine Aït-Sahalia · National Bureau of Economic Research

Sayfa sayısı yok · 2004

Mathematical models / Monte Carlo method / Prices / Stochastic processes

CiltThe leverage effect puzzleYacine Aït-Sahalia

The leverage effect puzzle

Yacine Aït-Sahalia · National Bureau of Economic Research

Sayfa sayısı yok · 2011

Kategori yok

Econometric modelsTesting continuous-time models of the spot interest rateYacine Aït-Sahalia

Testing continuous-time models of the spot interest rate

Yacine Aït-Sahalia · National Bureau of Economic Research

33 sayfa · 1995

Interest rates / Econometric models

Estimation theoryNonparametric option pricing under shape restrictionsYacine Aït-Sahalia

Nonparametric option pricing under shape restrictions

Yacine Aït-Sahalia · National Bureau of Economic Research

37 sayfa · 2002

Prices / Nonparametric statistics / Econometric models / Options / Estimation theory

Multivariate analysisClosed-form likelihood expansions for multivariate diffusionsYacine Aït-Sahalia

Closed-form likelihood expansions for multivariate diffusions

Yacine Aït-Sahalia · National Bureau of Economic Research

35 sayfa · 2002

Diffusion processes / Time and economic reactions / Multivariate analysis

Asset allocationVariable selection for portfolio choiceYacine Aït-Sahalia

Variable selection for portfolio choice

Yacine Aït-Sahalia · National Bureau of Economic Research

68 sayfa · 2001

Asset allocation

Discrete-time systemsTelling from discrete data whether the underlying continuous-time model is a diffusionYacine Aït-Sahalia

Telling from discrete data whether the underlying continuous-time model is a diffusion

Yacine Aït-Sahalia · National Bureau of Economic Research

44 sayfa · 2001

Options (Finance) / Diffusion processes / Econometric models / Prices / Discrete-time systems

Fixed-income securitiesNonparametric pricing of interest rate derivative securitiesYacine Aït-Sahalia

Nonparametric pricing of interest rate derivative securities

Yacine Aït-Sahalia · National Bureau of Economic Research

39 sayfa · 1995

Mathematical models / Valuation / Securities / Interest rates / Fixed-income securities

Capital assets pricing modelNonparametric estimation of state-price densities implicit in financial asset pricesYacine Aït-Sahalia

Nonparametric estimation of state-price densities implicit in financial asset prices

Yacine Aït-Sahalia · National Bureau of Economic Research

36 sayfa · 1995

Econometric models / Investments / Capital assets pricing model

Equilibrium (Economics)Nonparametric risk management and implied risk aversionYacine Aït-Sahalia

Nonparametric risk management and implied risk aversion

Yacine Aït-Sahalia · National Bureau of Economic Research

44 sayfa · 1997

Econometric models / Risk management / Equilibrium (Economics)

Capital marketDynamic equilibrium and volatility in financial asset marketsYacine Aït-Sahalia

Dynamic equilibrium and volatility in financial asset markets

Yacine Aït-Sahalia · National Bureau of Economic Research

34 sayfa · 1996

Mathematical models / Prices / Equilibrium (Economics) / Capital market

CiltHandbook of Financial Econometrics SetYacine Ait-Sahalia, Hansen, Lars

Handbook of Financial Econometrics Set

Yacine Ait-Sahalia, Hansen, Lars · Elsevier Science & Technology Books

Sayfa sayısı yok · 2009

Kategori yok

CiltHandbook of Financial Econometrics Vol. 1Yacine Ait-Sahalia, Lars Peter Hansen

Handbook of Financial Econometrics Vol. 1

Yacine Ait-Sahalia, Lars Peter Hansen · Elsevier Science & Technology Books

Sayfa sayısı yok · 2009

Kategori yok

EconometricsHandbook of financial econometricsYacine Aït-Sahalia, Lars Peter Hansen

Handbook of financial econometrics

Yacine Aït-Sahalia, Lars Peter Hansen · North-Holland, an imprint of Elsevier

Sayfa sayısı yok · 2009

Econometric models / Finance / Econometrics