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Ait-Sahalia, Yacine
9
Jacod, Jean
6
Aït-Sahalia, Yacine
3
Barndorff-Nielsen, Ole E.
1
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1
Duarte, Jefferson
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Working paper / National Bureau of Economic Research, Inc
7
Finance and stochastics
2
The journal of finance : the journal of the American Finance Association
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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OLC EcoSci
ECONIS (ZBW)
124
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EconStor
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1
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-720
Persistent link: https://www.econbiz.de/10007268465
Saved in:
2
From implied to spot volatilities
Jacod, Jean
;
Protter, Philip
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10008392533
Saved in:
3
Lévy term structure models: No-arbitrage and completeness
Eberlein, Ernst
;
Jacod, Jean
;
Raible, Sebastian
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 67-88
Persistent link: https://www.econbiz.de/10008222975
Saved in:
4
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10009969396
Saved in:
5
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Journal of economic literature
50
(
2012
)
4
,
pp. 1007-1050
Persistent link: https://www.econbiz.de/10010064044
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6
Fisher's Information for Discretely Sampled Lévy Processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-762
Persistent link: https://www.econbiz.de/10008077672
Saved in:
7
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
Saved in:
8
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
Saved in:
9
NONPARAMETRIC RISK MANAGEMENT AND IMPLIED RISK AVERSION
Ait-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10006996849
Saved in:
10
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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