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Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
AÏT-SAHALIA, YACINE,
MODELING FINANCIAL CONTAGION USING MUTUALLY EXCITING JUMPPROCESSES
Aït-Sahalia, Yacine, (2010)
Mutual excitation in eurozone sovereign CDS
Aït-Sahalia, Yacine, (2014)