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~person:"Aït-Sahalia, Yacine"
~person:"Gagliardini, Patrick"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Aït-Sahalia, Yacine
Gagliardini, Patrick
Lien, Da-hsiang Donald
29
Kit, Pong Wong
18
Jarrow, Robert A.
17
Brigo, Damiano
12
Benth, Fred Espen
10
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10
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9
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9
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9
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9
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8
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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5
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5
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5
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5
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometric theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
5
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1
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
2
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
3
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
4
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:
5
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
Saved in:
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