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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"bul"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Aït-Sahalia, Yacine
Stein, Jeremy C.
13
Titman, Sheridan
11
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9
Longstaff, Francis A.
9
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9
Ross, Stephen A.
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7
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7
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The journal of finance : the journal of the American Finance Association
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16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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4
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3
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ECONIS (ZBW)
5
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1
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
Saved in:
2
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
Saved in:
3
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
Saved in:
4
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
Saved in:
5
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
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