Projects per year
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
- 1 Finished
Specification Analysis of Continuous-Time Models
NSF - National Science Foundation
7/1/09 → 6/30/13
Project: Research project
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.Research output: Contribution to journal › Article
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.Research output: Contribution to journal › Editorial
High frequency traders and the price process
Aït-Sahalia, Y. & Brunetti, C., Jan 1 2019, (Accepted/In press) In : Journal of Econometrics.Research output: Contribution to journal › Article
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.Research output: Contribution to journal › Article
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.Research output: Contribution to journal › Article