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~accessRights:"free"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
~person:"Faff, Robert W."
~person:"Shleifer, Andrei"
~subject:"Theory"
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Aït-Sahalia, Yacine
Faff, Robert W.
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Consumption and portfolio choice with option-implied state prices
Aït-Sahalia, Yacine
;
Brandt, Michael W.
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2008
Persistent link: https://www.econbiz.de/10003680553
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Luxury goods and the equity premium
Aït-Sahalia, Yacine
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Parker, Jonathan A.
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Yogo, Motohiro
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2001
Persistent link: https://www.econbiz.de/10001603816
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A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan
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Mykland, Per A.
;
Aït-Sahalia, Yacine
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2003
Persistent link: https://www.econbiz.de/10001833930
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