Yacine Aït-Sahalia

Prior to joining Princeton University, he was an assistant professor (1993–96), associate professor (1996–98) and professor of finance (1998) at the University of Chicago Booth School of Business.
He has served as editor of the ''Review of Financial Studies'' (2003–2006), co-managing editor of the ''Journal of Econometrics'' (2012-2018), and associate editor of the ''Annals of Statistics'' (2003–2006), ''Econometrica'' (2007–2013), the ''Journal of Finance'' (2007–2010), ''Finance and Stochastics'' (1996–2011), the ''Journal of Econometrics'' (1999–2012) and the ''Journal of Financial Econometrics'' (2001–2011). He served as director of the Western Finance Association (2003–2006).
He has been a research associate at the National Bureau of Economic Research since 1995. Provided by Wikipedia
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1
High-Frequency Financial Econometrics by Aït-Sahalia, Yacine, Jacod, Jean 1944-
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2
Closed-form likelihood expansions for multivariate diffusions by Aït-Sahalia, Yacine
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Luxury goods and the equity premium by Aït-Sahalia, Yacine, Parker, Jonathan A., Yogo, Motohiro
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Nonparametric estimation of state price densities implicit in financial asset prices by Aït-Sahalia, Yacine, Lo, Andrew W. 1960-
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Nonparametric pricing of interest rate derivative securities by Aït-Sahalia, Yacine
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High frequency financial econometrics by Aït-Sahalia, Yacine, Jacod, Jean 1944-
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High frequency financial econometrics by Aït-Sahalia, Yacine, Jacod, Jean 1944-
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8
High-Frequency Financial Econometrics by Ait-Sahalia, Yacine
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9
How to stop a herd of running bears? market response to policy initiatives during the Global Financial Crisis by Aït-Sahalia, Yacine
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High frequency market microstructure noise estimates and liquidity measures by Aït-Sahalia, Yacine, Yu, Jialin
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11
Ultra high frequency volatility estimation with dependent microstructure noise by Aït-Sahalia, Yacine, Mykland, Per A., Zhang, Lan
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12
Maximum likelihood estimation of stochastic volatility models by Aït-Sahalia, Yacine, Kimmel, Robert
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13
Disentangling volatility from jumps by Aït-Sahalia, Yacine
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14
A tale of two time scales determining integrated volatility with noisy high-frequency data by Zhang, Lan, Mykland, Per A., Aït-Sahalia, Yacine
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15
Nonparametric option pricing under share restrictions by Aït-Sahalia, Yacine, Duarte, Jefferson
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Telling from discrete data whether the underlying continuous-time model is a diffusion by Aït-Sahalia, Yacine
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Nonparametric risk management and implied risk aversion by Aït-Sahalia, Yacine, Lo, Andrew W. 1960-
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18
Dynamic equilibrium and volatility in financial asset markets by Aït-Sahalia, Yacine
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19
Testing countinuos-time models of the spot interest rate Tabellen by Aït-Sahalia, Yacine
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Nonparametric pricing of interest rate derivative securities by Aït-Sahalia, Yacine
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