Yacine Aït-Sahalia

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High-Frequency Financial Econometrics

by Yacine Aït-Sahalia and Jean Jacod First published in 2014 — 3 editions

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Closed-form likelihood expansions for multivariate diffusions

by Yacine Aït-Sahalia First published in 2002 — 1 edition

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Dynamic equilibrium and volatility in financial asset markets

by Yacine Aït-Sahalia First published in 1996 — 1 edition

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Luxury goods and the equity premium

by Yacine Aït-Sahalia First published in 2001 — 1 edition

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

by Yacine Aït-Sahalia First published in 1995 — 1 edition

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Nonparametric option pricing under shape restrictions

by Yacine Aït-Sahalia First published in 2002 — 1 edition

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Nonparametric pricing of interest rate derivative securities

by Yacine Aït-Sahalia First published in 1995 — 1 edition

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Nonparametric risk management and implied risk aversion

by Yacine Aït-Sahalia First published in 1997 — 1 edition

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

by Yacine Aït-Sahalia First published in 2001 — 1 edition

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Testing continuous-time models of the spot interest rate

by Yacine Aït-Sahalia First published in 1995 — 1 edition

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Variable selection for portfolio choice

by Yacine Aït-Sahalia First published in 2001 — 1 edition

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Handbook of financial econometrics tools and techniques

by Yacine Aït-Sahalia and Lars Peter Hansen First published in 2010 — 1 edition

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Handbook of financial econometrics

by Yacine Aït-Sahalia and Lars Peter Hansen First published in 2009 — 1 edition

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

by Yacine Aït-Sahalia First published in 2011 — 1 edition

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Handbook of financial econometrics tools and techniques

by Yacine Aït-Sahalia First published in 2010 — 1 edition

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Handbook of financial econometrics: Applications

by Yacine Aït-Sahalia and Lars Peter Hansen First published in 2010 — 1 edition

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OLID: OL6443873A

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Created November 12, 2008
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November 12, 2008

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Imported from Binghamton University MARC record

Yacine Aït-Sahalia

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