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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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2
Testing continuous-time models of the spot interest rate
Aït-Sahalia, Yacine
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 385-426
Persistent link: https://www.econbiz.de/10001202801
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3
Implied stochastic volatility models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
4
Valuation, adverse selection, and market collapses
Fishman, Michael J.
;
Parker, Jonathan A.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2575-2607
Persistent link: https://www.econbiz.de/10011401278
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5
A dynamic theory of lending standards
Fishman, Michael J.
;
Parker, Jonathan A.
;
Straub, Ludwig
- In:
The review of financial studies
37
(
2024
)
8
,
pp. 2355-2402
Persistent link: https://www.econbiz.de/10015046478
Saved in:
6
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 351-350
Persistent link: https://www.econbiz.de/10010114501
Saved in:
7
Why do household portfolio shares rise in wealth?
Wachter, Jessica
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3929-3965
Persistent link: https://www.econbiz.de/10008759878
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8
Why Do Household Portfolio Shares Rise in Wealth?
Wachter, Jessica A.
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3929-3929
Persistent link: https://www.econbiz.de/10008712234
Saved in:
9
Why Do Household Portfolio Shares Rise in Wealth?
Wachter, Jessica A.
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2013
)
11
,
pp. 3929-3928
Persistent link: https://www.econbiz.de/10010114684
Saved in:
10
New perspectives on insurance
Koijen, Ralph S. J.
;
Yogo, Motohiro
- In:
The review of financial studies
35
(
2022
)
12
,
pp. 5275-5286
Persistent link: https://www.econbiz.de/10013547823
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