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Transition Densities for Interest Rate and Other Nonlinear Diffusions
Ait-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1396
Persistent link: https://www.econbiz.de/10007375438
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ARTICLES - Variable Selection for Portfolio Choice
Ait-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1350
Persistent link: https://www.econbiz.de/10006563789
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NONPARAMETRIC RISK MANAGEMENT AND IMPLIED RISK AVERSION
Ait-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10006996849
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A TALE OF TWO TIME SCALES: DETERMINING INTEGRATED VOLATILITY WITH NOISY HIGH-FREQUENCY DATA
Zhang, Lan; Mykland, Per A.; Ait-Sahalia, Yacine - 2003
Persistent link: https://www.econbiz.de/10006966215
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CLOSED-FROM LIKELIHOOD EXPANSIONS FOR MULTIVARIATE DIFFUSIONS
Ait-Sahalia, Yacine - 2002
Persistent link: https://www.econbiz.de/10006974040
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NONPARAMETRIC OPTION PRICING UNDER SHAPE RESTRICTIONS
Ait-Sahalia, Yacine; Duarte, Jefferson - 2002
Persistent link: https://www.econbiz.de/10006974092
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LUXURY GOODS AND THE EQUITY PREMIUM
Ait-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - 2001
Persistent link: https://www.econbiz.de/10006977935
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HIGH FREQUENCY MARKET MICROSTRUCTURE NOISE ESTIMATES AND LIQUIDITY MEASURES
Ait-Sahalia, Yacine; Yu, Jialin - 2008
Persistent link: https://www.econbiz.de/10007978541
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THE LEVERAGE EFFECT PUZZLE: DISENTANGLING SOURCES OF BIAS AT HIGH FREQUENCY
Ait-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - 2011
Persistent link: https://www.econbiz.de/10009833031