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Nonparametric Pricing of Inter...
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Ait-Sahalia, Yacine
142
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141
Disentangling diffusion from jumps
Ait-Sahalia, Yacine
- In:
Journal of Financial Economics
74
(
2004
)
3
,
pp. 487-528
Persistent link: https://www.econbiz.de/10005477782
Saved in:
142
Dynamic equilibrium and volatility in financial asset markets
Ait-Sahalia, Yacine
- In:
Journal of Econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10005122530
Saved in:
143
Nonparametric risk management and implied risk aversion
Ait-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10005122615
Saved in:
144
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
-
2001
Persistent link: https://www.econbiz.de/10001614008
Saved in:
145
Closed-form likelihood expansions for multivariate diffusions
Aït-Sahalia, Yacine
-
2002
Persistent link: https://www.econbiz.de/10001671264
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