World's Best Scientists 2026 revealed!
Yacine Aït-Sahalia

Yacine Aït-Sahalia

D-Index & Metrics

Economics and Finance

D-Index
65
Citations
25501
World Ranking
591
National Ranking
382

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.

42–46 publications: 1 scientists 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 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.

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.

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.

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

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