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~person:"Aït-Sahalia, Yacine"
~person:"Marcus, Alan J."
~subject:"CAPM"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Aït-Sahalia, Yacine
Marcus, Alan J.
Lien, Da-hsiang Donald
7
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6
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5
Hull, John
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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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
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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