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Yacine Aït-Sahalia

Yacine Aït-Sahalia

Princeton University
United States

D-Index & Metrics

Discipline name D-Index World Ranking Current World Ranking National Ranking Current National Ranking Publications Citations
Economics and Finance 65 591 534 382 338 172 25501

Yacine Aït-Sahalia publications per year

The chart shows the history of publications by Yacine Aït-Sahalia between 1993 and 2025, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Yacine Aït-Sahalia published across 33 years, from 1993 to 2025, averaging 5.5 papers a year. Output peaked at 13 publications in 2010. 7 of the 183 publications appeared in the last two years.

No. of publications
5 10
Bar chart. Horizontal axis: year, 1993 to 2025. Vertical axis: number of publications, 0 to 13. Peak 13 publications in 2010. 1993: 2 publications 1994: 2 publications 1995: 5 publications 1996: 2 publications 1997: 0 publications 1998: 4 publications 1999: 1 publication 2000: 3 publications 2001: 7 publications 2002: 12 publications 2003: 7 publications 2004: 6 publications 2005: 11 publications 2006: 2 publications 2007: 4 publications 2008: 8 publications 2009: 12 publications 2010: 13 publications 2011: 5 publications 2012: 9 publications 2013: 3 publications 2014: 10 publications 2015: 8 publications 2016: 5 publications 2017: 8 publications 2018: 2 publications 2019: 5 publications 2020: 8 publications 2021: 7 publications 2022: 3 publications 2023: 2 publications 2024: 4 publications 2025: 3 publications
1993 2025

183 publications in total across all disciplines

View publications per year as a table
Yacine Aït-Sahalia: publications per year, 1993 to 2025
Year Publications
1993 2
1994 2
1995 5
1996 2
1997 0
1998 4
1999 1
2000 3
2001 7
2002 12
2003 7
2004 6
2005 11
2006 2
2007 4
2008 8
2009 12
2010 13
2011 5
2012 9
2013 3
2014 10
2015 8
2016 5
2017 8
2018 2
2019 5
2020 8
2021 7
2022 3
2023 2
2024 4
2025 3
Total 183
Download as CSV

Yacine Aït-Sahalia publications per year - data summary

  • Yacine Aït-Sahalia, a Economics and Finance scholar from Princeton University, has 183 publications recorded across 33 years, from 1993 to 2025.
  • The oldest publication on record dates to 1993 and the most recent to 2025.
  • The most productive year is 2010, with 13 publications.
  • The least productive year with any output is 1999, with 1 publication.
  • 1 of the 33 years in the span carries no publications at all (1997).
  • The rate of publication averages 5.5 papers per year over the whole span, or 5.7 per year counting only the 32 years with at least one publication.
  • The last 5 years on the chart (2021-2025) hold 19 publications, 10% of the career total.
  • Split into equal eras - 1993-2003: 45 publications (4.1 per year); 2004-2014: 83 publications (7.5 per year); 2015-2025: 55 publications (5.0 per year).
  • Comparing the opening and closing eras, the overall trend of publication is broadly steady.

Yacine Aït-Sahalia publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Yacine Aït-Sahalia sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 97 bars. Horizontal axis: publications, 42–46 to 521+. Vertical axis: number of scientists, 0 to 111. Most scientists, 111, have 137–141 publications. The last bar groups every scientist with 521 publications or more. The highlighted bar, 172–176 publications, is where this scientist sits. 42–46 publications: 1 scientist 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42–46 publications 521+

This scientist: 172 publications — 51st percentile

51% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

View publications distribution as a table
Number of Economics and Finance scientists by publication count, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
Publications Scientists This scientist
42–46 1
47–51 12
52–56 7
57–61 23
62–66 32
67–71 36
72–76 56
77–81 57
82–86 70
87–91 86
92–96 72
97–101 106
102–106 97
107–111 96
112–116 101
117–121 103
122–126 102
127–131 108
132–136 107
137–141 111
142–146 94
147–151 96
152–156 100
157–161 74
162–166 68
167–171 91
172–176 76 172
177–181 75
182–186 61
187–191 66
192–196 68
197–201 71
202–206 60
207–211 56
212–216 44
217–221 51
222–226 65
227–231 48
232–236 59
237–241 37
242–246 37
247–251 41
252–256 43
257–261 33
262–266 34
267–271 39
272–276 25
277–281 29
282–286 29
287–291 26
292–296 31
297–301 31
302–306 24
307–311 28
312–316 24
317–321 13
322–326 14
327–331 25
332–336 18
337–341 16
342–346 18
347–351 15
352–356 17
357–361 19
362–366 16
367–371 17
372–376 7
377–381 18
382–386 13
387–391 19
392–396 9
397–401 10
402–406 13
407–411 13
412–416 5
417–421 10
422–426 6
427–431 12
432–436 9
437–441 9
442–446 10
447–451 12
452–456 8
457–461 4
462–466 7
467–471 4
472–476 5
477–481 6
482–486 7
487–491 8
492–496 5
497–501 4
502–506 4
507–511 5
512–516 7
517–520 7
521+ 99
Download as CSV

Yacine Aït-Sahalia publication distribution in Economics and Finance in 2026 - data summary

  • The chart plots the publication count of all 3,760 Economics and Finance scientists ranked by Research.com in 2026, grouped into 97 ranges running from 42–46 to 521+ publications.
  • Yacine Aït-Sahalia, a Economics and Finance scholar from Princeton University, records 172 publications - the 51st percentile of the discipline.
  • 51% of ranked Economics and Finance scientists score the same or lower than Yacine Aït-Sahalia, and about 49% score higher.
  • The median of the discipline falls in the 167–171 publications range, and Yacine Aït-Sahalia ranks above the median.
  • The most crowded range is 137–141 publications, holding 111 scientists (3% of the field).
  • 48% of the field sits in the lowest quarter of the value range (up to 162–166 publications), so the distribution leans towards the lower end of the scale.
  • The final bar has no upper bound: it groups every scientist with 521 publications or more, 99 scientists in all (3% of the field).

Yacine Aït-Sahalia D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Yacine Aït-Sahalia sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 72 bars. Horizontal axis: D-Index, 30 to 101+. Vertical axis: number of scientists, 0 to 178. Most scientists, 178, have 33 D-Index. The last bar groups every scientist with 101 D-Index or more. The highlighted bar, 65 D-Index, is where this scientist sits. 30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 65 D-Index — 85th percentile

85% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

View D-Index distribution as a table
Number of Economics and Finance scientists by D-index, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
D-Index Scientists This scientist
30 126
31 147
32 157
33 178
34 171
35 141
36 132
37 129
38 130
39 120
40 117
41 113
42 114
43 97
44 115
45 86
46 78
47 83
48 62
49 74
50 50
51 66
52 69
53 55
54 67
55 61
56 62
57 45
58 34
59 47
60 46
61 36
62 37
63 56
64 50
65 32 65
66 28
67 30
68 24
69 25
70 22
71 21
72 26
73 24
74 23
75 12
76 14
77 15
78 15
79 17
80 17
81 11
82 10
83 16
84 11
85 5
86 9
87 13
88 9
89 7
90 6
91 4
92 8
93 10
94 11
95 6
96 4
97 4
98 6
99 6
100 8
101+ 100
Download as CSV

Yacine Aït-Sahalia D-index placement in Economics and Finance in 2026 - data summary

  • The chart plots the discipline H-index (D-index) of all 3,760 Economics and Finance scientists ranked by Research.com in 2026, grouped into 72 ranges running from 30 to 101+ D-Index.
  • Yacine Aït-Sahalia, a Economics and Finance scholar from Princeton University, records 65 D-Index - the 85th percentile of the discipline.
  • 85% of ranked Economics and Finance scientists score the same or lower than Yacine Aït-Sahalia, and about 15% score higher.
  • The median of the discipline falls in the 44 D-Index range, and Yacine Aït-Sahalia ranks above the median.
  • The most crowded range is 33 D-Index, holding 178 scientists (5% of the field).
  • 59% of the field sits in the lowest quarter of the value range (up to 47 D-Index), so the distribution is heavily right-skewed and high scores are rare.
  • The final bar has no upper bound: it groups every scientist with 101 D-Index or more, 100 scientists in all (3% of the field).

Research.com Recognitions

  • 2008 - Fellow of John Simon Guggenheim Memorial Foundation
  • 2008 - Fellow of the American Statistical Association (ASA)
  • 2002 - Fellows of the Econometric Society
  • 1998 - Fellow of Alfred P. Sloan Foundation

Overview

Yacine Aït-Sahalia is affiliated with Princeton University in the United States and specializes in research within Economics, Econometrics, and Finance. Their work has been published extensively, contributing to various subfields including Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Statistics and Probability.

Their recent publications include the following papers:

  • The term structure of equity and variance risk premia, 2020, Journal of Econometrics
  • High-frequency factor models and regressions, 2020, Journal of Econometrics
  • Nonstandard Errors, 2024, The Journal of Finance
  • Implied Stochastic Volatility Models, 2020, Review of Financial Studies
  • Closed-form implied volatility surfaces for stochastic volatility models with jumps, 2020, Journal of Econometrics

Frequent co-authors in their research include Chenxu Li, Chen Xu Li, Jean Jacod, Dacheng Xiu, and Felix Matthys.

Aït-Sahalia's work appears in a variety of publication venues, with multiple contributions especially to the SSRN Electronic Journal and the Journal of Econometrics. Other notable venues include the Review of Financial Studies, The Journal of Finance, and The Annals of Applied Probability.

Their research topics cover areas such as:

  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Stock Market Forecasting Methods
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Monetary Policy and Economic Impact

Aït-Sahalia has received several awards, reflecting recognition within the academic community. These include:

  • Fellow of the American Statistical Association (ASA), 2008
  • Fellow of John Simon Guggenheim Memorial Foundation, 2008
  • Fellows of the Econometric Society, 2002
  • Fellow of Alfred P. Sloan Foundation, 1998

Best Publications

  • A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data

    Lan Zhang;Per A. Mykland;Yacine Ait-Sahalia

  • Testing Continuous-Time Models of the Spot Interest Rate

    Yacine Ait-Sahalia

  • Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices

    Yacine Aït-Sahalia;Andrew W. Lo

  • Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach

    Yacine Aït-Sahalia

  • A Tale of Two Time Scales

    Lan Zhang;Per A Mykland;Yacine Aït-Sahalia

  • How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

    Yacine Aït-Sahalia;Per A. Mykland;Lan Zhang

  • Modeling financial contagion using mutually exciting jump processes

    Yacine Aït-Sahalia;Julio Cacho-Diaz;Roger J.A. Laeven

  • Nonparametric Risk Management and Implied Risk Aversion

    Yacine Ait-Sahalia;Andrew Lo

  • Nonparametric risk management and implied risk aversion

    Yacine Aı̈t-Sahalia;Andrew W. Lo

  • Nonparametric pricing of interest rate derivative securities

    Yacine Ait-Sahalia

  • Maximum likelihood estimation of stochastic volatility models

    Yacine Aït-Sahalia;Robert L. Kimmel

  • Variable Selection for Portfolio Choice

    Yacine Ait-Sahalia;Michael W. Brandt

  • Testing for jumps in a discretely observed process

    Yacine Aït-Sahalia;Jean Jacod

  • High-Frequency Financial Econometrics

    Yacine Aït-Sahalia;Jean Jacod

  • Luxury Goods and the Equity Premium

    Yacine Aït-Sahalia;Jonathan A. Parker;Motohiro Yogo

  • Disentangling diffusion from jumps

    Yacine Aı̈t-Sahalia

  • Nonparametric option pricing under shape restrictions

    Yacine Aı̈t-Sahalia;Jefferson Duarte

  • Ultra high frequency volatility estimation with dependent microstructure noise

    Yacine Aït-Sahalia;Per A. Mykland;Lan Zhang

  • TRANSITION DENSITIES FOR INTEREST RATE AND OTHER NONLINEAR DIFFUSIONS

    Yacine Aït-Sahalia

  • Transition Densities for Interest Rate and Other Nonlinear Diffusions

    Yacine Ait-Sahalia

  • Market response to policy initiatives during the global financial crisis

    Yacine Aït-Sahalia;Jochen Andritzky;Andreas Jobst;Sylwia Nowak

  • High-Frequency Financial Econometrics

    Yacine Ait-Sahalia;Jean Jacod

  • A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data

    Lan Zhang;Yacine Ait-Sahalia;Yacine Ait-Sahalia;Per A. Mykland

  • Testing for jumps in a discretely observed process

    Yacine Aït-Sahalia;Jean Jacod

Frequent Co-Authors

Jean Jacod
Jean Jacod Sorbonne University
Per A. Mykland
Per A. Mykland University of Chicago
Dacheng Xiu
Dacheng Xiu University of Chicago
Andrew W. Lo
Andrew W. Lo MIT
Jianqing Fan
Jianqing Fan Princeton University
Jonathan A. Parker
Jonathan A. Parker MIT
Lars Peter Hansen
Lars Peter Hansen University of Chicago
Motohiro Yogo
Motohiro Yogo Princeton University
Michael W. Brandt
Michael W. Brandt Duke University
Thomas M. Stoker
Thomas M. Stoker MIT

External Links

Wikipedia of Yacine Aït-Sahalia Personal website of Yacine Aït-Sahalia Google Scholar page

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