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Ait-Sahalia, Yacine
 SSRN Author Rank: 2,983 by Downloads
 Director, Bendheim Center for Finance
 

Princeton University - Department of Economics


 Fisher Hall
 Princeton, NJ 08544
 United States
 609-258-4015 (Phone)
 609-258-5398 (Fax)
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Ait-Sahalia, Yacine's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,444		 Total
Citations
1,489
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Jun 98
1,406
(5,239) 		106
2.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Parker, Jonathan A.
Kellogg School of Management
Yogo, Motohiro
Federal Reserve Bank of Minneapolis
Posted:
19 May 03
Last Revised:
23 Oct 10
532
(23,518) 		69
3.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Brandt, Michael W.
Duke University - Fuqua School of Business
Posted:
18 Feb 01
Last Revised:
21 Oct 10
514
(24,644) 		83
4.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Peng, Heng
Hong Kong Baptist University (HKBU)
Posted:
11 Jan 07
415
(32,600) 		9
5.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
28 Jun 10
410
(33,086) 		4
6.  
Out of Sample Forecasts of Quadratic Variation | Show Abstract | Download |
Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Accepted Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
01 Jun 06
Last Revised:
12 Nov 08
370
(37,558) 		16
7.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Jacod, Jean M.
University of Paris 6 Pierre et Marie Curie
Posted:
07 Oct 09
Last Revised:
12 Sep 10
365
(38,160) 		6
8.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
01 Jun 98
Last Revised:
12 Aug 10
359
(38,929) 		61
9.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Karaman, Mustafa
University of Zurich - Swiss Banking Institute (ISB)
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
27 Aug 12
351
(40,172) 		1
10.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Brandt, Michael W.
Duke University - Fuqua School of Business
Posted:
26 Feb 08
Last Revised:
15 Oct 08
278
(52,693) 		8
11.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Kimmel, Robert L.
Ohio State University (OSU) - Department of Finance
Posted:
06 Dec 02
Last Revised:
27 Sep 10
181
(82,442) 		23
12.  
Testing for Jumps in a Discretely Observed Process | Show Abstract | Download |
Paris December 2007 Finance International Meeting AFFI
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Jacod, Jean
Université Paris VI Pierre et Marie Curie
Posted:
12 Dec 07
156
(94,650) 		55
13.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Yu, Jialin
Columbia Business School - Finance and Economics
Posted:
15 Feb 08
Last Revised:
27 Oct 11
148
(99,255) 		7
14.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Hurd, Thomas R.
McMaster University - Department of Mathematics and Statistics
Posted:
05 Oct 12
Last Revised:
18 Nov 12
138
(105,387) 		 
15.  
Andritzky, Jochen R.
Universität St. Gallen
Jobst, Andreas A.
Bermuda Monetary Authority (BMA)
Nowak, Sylwia Barbara
affiliation not provided to SSRN
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Tamirisa, Natalia T.
International Monetary Fund (IMF)
Posted:
13 Oct 09
111
(125,591) 		6
16.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Aug 98
Last Revised:
24 Sep 10
80
(156,540) 		149
17.  
Nonparametric Risk Management and Implied Risk Aversion | Show Abstract | Download |
NBER Working Paper No. w6130
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Jul 00
62
(180,923) 		107
18.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mykland, Per A.
University of Chicago - Department of Statistics
Zhang, Lan
University of Illinois at Chicago - Department of Finance
Posted:
04 Jul 05
59
(185,573) 		41
19.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Kimmel, Robert L.
Ohio State University (OSU) - Department of Finance
Posted:
06 Jul 04
56
(190,395) 		44
20.  
Zhang, Lan
University of Illinois at Chicago - Department of Finance
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
19 Nov 03
48
(204,391) 		195
21.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Cacho-Diaz, Julio
Princeton University - Department of Economics
Laeven, Roger J. A.
Tilburg University - Department of Econometrics and Operations Research, and CentER
Posted:
29 Mar 10
40
(220,071) 		12
22.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
10 Oct 94
Last Revised:
24 Sep 10
39
(222,154) 		149
23.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
07 Sep 99
Last Revised:
24 Sep 10
39
(222,154) 		82
24.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
17 Oct 05
Last Revised:
29 Jul 10
36
(228,783) 		123
25.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
29 Sep 01
35
(231,110) 		37
26.  
Disentangling Volatility from Jumps | Show Abstract | Download |
NBER Working Paper No. w9915
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
17 Oct 05
34
(233,477) 		6
27.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Andritzky, Jochen R.
International Monetary Fund (IMF)
Jobst, Andreas A.
Bermuda Monetary Authority (BMA)
Nowak, Sylwia Barbara
International Monetary Fund (IMF)
Tamirisa, Natalia T.
International Monetary Fund (IMF)
Posted:
15 Mar 10
32
(238,293) 		14
28.  
Nonparametric Option Pricing Under Shape Restrictions | Show Abstract | Download |
NBER Working Paper No. w8944
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Duarte, Jefferson
Rice University
Posted:
17 Oct 05
29
(246,292) 		29
29.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
24 May 02
29
(246,292) 		26
30.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
29 Jun 00
26
(255,280) 		 
31.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Zhang, Lan
University of Illinois at Chicago - Department of Finance
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
22 Aug 07
21
(272,010) 		8
32.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
30 Aug 99
Last Revised:
14 Jul 00
19
(279,063) 		2
33.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mykland, Per A.
University of Chicago - Department of Statistics
Posted:
11 Apr 02
17
(286,187) 		15
34.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Li, Yingying
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Posted:
15 Nov 11
9
(313,942) 		1
35.  
Estimating and Testing Continuous-Time Models in Finance: The Role of Transition Densities | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 341-359, 2009
Accepted Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
04 Jun 10
 
36.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Posted:
15 Jul 02
 

Records 1 - 36 of 36 matches
[ 1 ]
. Ait-Sahalia, Yacine's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
135		 Total
Citations
6
Authors Date Downloads
 Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis | Show Abstract | Download |
International Monetary Fund, WP No. 09/204, 22nd Australasian Finance and Banking Conference 2009
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Andritzky, Jochen R.
International Monetary Fund (IMF)
Jobst, Andreas A.
Bermuda Monetary Authority (BMA)
Nowak, Sylwia Barbara
International Monetary Fund (IMF)
Tamirisa, Natalia T.
International Monetary Fund (IMF)
Posted:
25 Aug 09
Last Revised:
07 Oct 09
135
 6

Records 1 - 1 of 1 matches
[ 1 ]

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