Projects per year
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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
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Specification Analysis of Continuous-Time Models
NSF - National Science Foundation
7/1/09 → 6/30/13
Project: Research project
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Y., Li, C. & Li, C. X., May 2021, In: Journal of Econometrics. 222, 1, p. 364-392 29 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Implied Stochastic Volatility Models
Aït-Sahalia, Y., Li, C. & Li, C. X., Jan 1 2021, In: Review of Financial Studies. 34, 1, p. 394-450 57 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
From tick data to semimartingales
Aït-Sahalia, Y. & Jacod, J., Dec 2020, In: Annals of Applied Probability. 30, 6, p. 2740-2768 29 p.Research output: Contribution to journal › Article › peer-review
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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 › peer-review
2 Scopus citations -
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 › peer-review