Projects per year
Fingerprint Dive into the research topics where Yacine Ait-Sahalia is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Finished
Specification Analysis of Continuous-Time Models
NSF - National Science Foundation
7/1/09 → 6/30/13
Project: Research project
Research Output
High-frequency factor models and regressions
Aït-Sahalia, Y., Kalnina, I. & Xiu, D., May 2020, In : Journal of Econometrics. 216, 1, p. 86-105 20 p.Research output: Contribution to journal › Article
High frequency traders and the price process
Aït-Sahalia, Y. & Brunetti, C., Jul 2020, In : Journal of Econometrics. 217, 1, p. 20-45 26 p.Research output: Contribution to journal › Article
The term structure of equity and variance risk premia
Aït-Sahalia, Y., Karaman, M. & Mancini, L., Jan 1 2020, (Accepted/In press) In : Journal of Econometrics.Research output: Contribution to journal › Article
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
7
Scopus
citations
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