ANDREW CHESHER CURRICULUM VITAE: FebruaryCONTACT: Department of Economics,

Source URL: www.ifs.org.uk

• Fellows of the Econometric Society
• Economics
• Academia
• Econometricians
• Economy
• Econometrics
• Royal Economic Society
• David Forbes Hendry
• Yacine Ait-Sahalia

Microsoft Word - Web CV.doc

Source URL: econ.ucsb.edu

• Fellows of the Econometric Society
• Economics
• Econometrics
• Academia
• Donald Andrews
• Oliver Linton
• Yacine Ait-Sahalia
• Eric Ghysels

PRINCETON UNIVERSITY 26 Prospect Avenue, Princeton, NJDirector Yacine Aït-Sahalia Otto A. Hack ’03 Professor of Finance and Economics

Source URL: statistics.amss.ac.cn

JOINT RESEARCH SEMINAR Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data with Professor Yacine Aït-Sahalia, Otto A. Hack ’03 Professor of Finance and Economics and the Dire

Source URL: www.melbournecentre.com.au

• Finance
• Quantitative analyst
• Bendheim Center for Finance
• Princeton University
• Michael Brennan Award

3rd Annual Conference of the Society for Financial Econometrics June 16 – June 18 The University of Melbourne, Australia Abstracts Wednesday, June 16th Invited Speaker: Yacine Ait-Sahalia, Princeton University

Source URL: fbe.unimelb.edu.au

• Mathematical finance
• Actuarial science
• Financial risk
• Financial ratios
• Technical analysis
• Volatility
• VIX
• Robert F. Engle
• Model risk
• Financial economics
• Economics
• Finance

NBER WORKING PAPER SERIES MARKET RESPONSE TO POLICY INITIATIVES DURING THE GLOBAL FINANCIAL CRISIS Yacine Aït-Sahalia Jochen Andritzky

Source URL: www.nber.org

• Banking
• Interest rates
• Finance
• Interbank lending market
• LIBOR–OIS spread
• Overnight indexed swap
• Libor
• TED spread
• Monetary policy
• Economics
• Macroeconomics
• United States housing bubble