Yacine Aït-Sahalia

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Books by Yacine Aït-Sahalia (50 max)

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High-Frequency Financial Econometrics

2014

Yacine Aït-Sahalia, Jean Jacod

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Testing continuous-time models of the spot interest rate

1995

Yacine Aït-Sahalia

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Nonparametric estimation of state-price densities implicit in financial asset prices

1995

Yacine Aït-Sahalia

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Nonparametric pricing of interest rate derivative securities

1995

Yacine Aït-Sahalia

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Dynamic equilibrium and volatility in financial asset markets

1996

Yacine Aït-Sahalia

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Nonparametric risk management and implied risk aversion

1997

Yacine Aït-Sahalia

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Telling from discrete data whether the underlying continuous-time model is a diffusion

2001

Yacine Aït-Sahalia

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Luxury goods and the equity premium

2001

Yacine Aït-Sahalia

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Variable selection for portfolio choice

2001

Yacine Aït-Sahalia

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Nonparametric option pricing under shape restrictions

2002

Yacine Aït-Sahalia

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Closed-form likelihood expansions for multivariate diffusions

2002

Yacine Aït-Sahalia

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Handbook of financial econometrics

2009

Yacine Aït-Sahalia, Lars Peter Hansen

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Handbook of financial econometrics tools and techniques

2010

Yacine Aït-Sahalia

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Handbook of financial econometrics Applications

2010

Yacine Aït-Sahalia, Lars Peter Hansen

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Handbook of financial econometrics tools and techniques

2010

Yacine Aït-Sahalia, Lars Peter Hansen

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The leverage effect puzzle: disentangling sources of bias at high frequency

2011

Yacine Aït-Sahalia