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~person:"Aït-Sahalia, Yacine"
~person:"Bakshi, Gurdip S."
~person:"Marcus, Alan J."
~subject:"CAPM"
~subject:"Estimation"
~type_genre:"Article in journal"
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Aït-Sahalia, Yacine
Bakshi, Gurdip S.
Marcus, Alan J.
Lien, Da-hsiang Donald
7
Boyle, Phelim P.
6
Gouriéroux, Christian
5
Hull, John
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Jarrow, Robert A.
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Journal of financial economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
The journal of finance : the journal of the American Finance Association
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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