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CONSUMPTION AND PORTFOLIO CHOICE WITH OPTION-IMPLIED STATE PRICES
Ai͏̈t-Sahalia, Yacine, (2008)
Theory and Methods - A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
Zhang, Lan, (2005)
Disentangling diffusion from jumps
Ai͏̈t-Sahalia, Yacine, (2004)