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.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
-
Specification Analysis of Continuous-Time Models
NSF - National Science Foundation
7/1/09 → 6/30/13
Project: Research project
-
High frequency market making: The role of speed
Aït-Sahalia, Y. & Sağlam, M., 2023, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
The Journal of Econometrics 2012–2018
Aït-Sahalia, Y. & Fan, J., Mar 2023, In: Journal of Econometrics. 234, p. 13-14 2 p.Research output: Contribution to journal › Comment/debate › peer-review
-
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
15 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
15 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
1 Scopus citations