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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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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