Narrow search
Showing 1 - 10 of 212
Cover Image
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine; Yu, Jialin - In: Journal of econometrics 134 (2006) 2, pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
Cover Image
Discussion of "the impact of policy initiatives on credit spreads during the 2007 - 09 financial crisis"
Yu, Jialin - In: International journal of central banking : IJCB 9 (2013) 1, pp. 105-107
Persistent link: https://www.econbiz.de/10009725124
Cover Image
Disagreement and return predictability of stock portfolios
Yu, Jialin - In: Journal of financial economics 99 (2011) 1, pp. 162-183
Persistent link: https://www.econbiz.de/10009241433
Cover Image
Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
Cover Image
Closed-form likelihood approcimation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin - In: Journal of econometrics 141 (2007) 2, pp. 1245-1280
Persistent link: https://www.econbiz.de/10003571451
Cover Image
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
Cover Image
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine - 1998
Persistent link: https://www.econbiz.de/10000982384
Cover Image
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - 1995
Persistent link: https://www.econbiz.de/10000923501
Cover Image
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
Cover Image
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - 1996
Persistent link: https://www.econbiz.de/10000569087