Yacine Aı̈t-Sahalia

发表的论文5 篇，按出版时间

1. 1
   How and When Are High-Frequency Stock Returns Predictable?Management Science20253
2. 2
   Continuous-Time Fama-MacBeth RegressionsReview of Financial Studies20252
3. 3
   Nonstandard ErrorsJournal of Finance2024111
4. 4
   Implied Stochastic Volatility ModelsReview of Financial Studies202061
5. 5
   Modeling financial contagion using mutually exciting jump processesJournal of Financial Economics2015575