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19962019

Research output per year

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Projects

Research Output

A Hausman test for the presence of market microstructure noise in high frequency data

Ait-Sahalia, Y. & Xiu, D., Jul 1 2019, In : Journal of Econometrics. 211, 1, p. 176-205 30 p.

Princeton University

Research output: Contribution to journalArticle

Annals Issue in Honor of Jerry A. Hausman: Editors’ Introduction

Aït-Sahalia, Y., Lo, A. W. & Newey, W. K., Jul 1 2019, In : Journal of Econometrics. 211, 1, p. 1-3 3 p.

Princeton University

Research output: Contribution to journalEditorial

High frequency traders and the price process

Aït-Sahalia, Y. & Brunetti, C., Jan 1 2019, (Accepted/In press) In : Journal of Econometrics.

Princeton University

Research output: Contribution to journalArticle

Principal Component Analysis of High-Frequency Data

Aït-Sahalia, Y. & Xiu, D., Jan 2 2019, In : Journal of the American Statistical Association. 114, 525, p. 287-303 17 p.

Princeton University

Research output: Contribution to journalArticle

Robust consumption and portfolio policies when asset prices can jump

Aït-Sahalia, Y. & Matthys, F., Jan 2019, In : Journal of Economic Theory. 179, p. 1-56 56 p.

Princeton University

Research output: Contribution to journalArticle

Press / Media

Sparking New Ideas In Econometrics

Yacine Ait-Sahalia

5/22/15

1 item of Media coverage

Princeton University

Press/Media: Press / Media