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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - 1996
Persistent link: https://www.econbiz.de/10000569087
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine; Amengual, Dante; Manresa, Elena - In: Journal of econometrics 187 (2015) 2, pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - 2004
Persistent link: https://www.econbiz.de/10002125925
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
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Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine; Wang, Yubo; Yared, Francis - In: Journal of econometrics 102 (2001) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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Entry-exit decisions of foreign firms and import prices
Aït-Sahalia, Yacine - In: Annales d'économie et de statistique (1994), pp. 219-244
Persistent link: https://www.econbiz.de/10001332964
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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
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Using principal component analysis to estimate a highdimensional factor model with high-frequency data
Aït-Sahalia, Yacine; Xiu, Dacheng - 2017
Persistent link: https://www.econbiz.de/10012806600