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~isPartOf:"Applied economics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
~subject:"Nonparametric statistics"
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Nonparametric statistics
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Aït-Sahalia, Yacine
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Applied economics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Working paper / National Bureau of Economic Research, Inc.
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A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10001833930
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
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2002
Persistent link: https://www.econbiz.de/10001669271
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