• 6482 Citations
  • 38 h-Index
19962020

Research output per year

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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

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.

Princeton University

Research output: Contribution to journalArticle

  • 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.

    Princeton University

    Research output: Contribution to journalArticle

  • 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.

    Princeton University

    Research output: Contribution to journalArticle

  • 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

  • 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.

    Princeton University

    Research output: Contribution to journalEditorial

    Press / Media

    Sparking New Ideas In Econometrics

    Yacine Ait-Sahalia

    5/22/15

    1 item of Media coverage

    Princeton University

    Press/Media: Press / Media