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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
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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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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. 727-761
Persistent link: https://www.econbiz.de/10003740219
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783429
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Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine; Mancini, Loriano - In: Journal of econometrics 147 (2008) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
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Estimating volatility in the presence of market microstructure noise: a review of the theory and practical considerations
Aït-Sahalia, Yacine; Mykland, Per A. - In: Handbook of financial time series, (pp. 577-598). 2009
Persistent link: https://www.econbiz.de/10003834187
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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Applications
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898680
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Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine; Hansen, Lars Peter; Scheinkman, … - 2010
Persistent link: https://www.econbiz.de/10003900628