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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
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Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Ai͏̈t-Sahalia, Yacine
;
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-548
Persistent link: https://www.econbiz.de/10007359229
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Luxury Goods and the Equity Premium
Ai͏̈t-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10006548879
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Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion
Ai͏̈t-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10006558778
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Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
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5
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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