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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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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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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
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Inflation bets on the long bond
Hong, Harrison G.; Sraer, David; Yu, Jialin - In: The review of financial studies 30 (2017) 3, pp. 900-947
Persistent link: https://www.econbiz.de/10011749266
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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