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Handbook of financial econometrics
Aït-Sahalia, Yacine (contributor) - 2010
Persistent link: https://www.econbiz.de/10001634267
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine; Kimmel, Robert - 2002
Persistent link: https://www.econbiz.de/10001720457
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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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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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - In: Journal of econometrics 94 (2000) 1/2, pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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The adjustment of contingency tables : two new approaches
Aït-Sahalia, Yacine - 1990
Persistent link: https://www.econbiz.de/10001326579
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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - In: Journal of econometrics 84 (1998) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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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