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Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - 2001
Persistent link: https://www.econbiz.de/10001603816
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Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine - 2001
Persistent link: https://www.econbiz.de/10001614008
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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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How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A. - 2003
Persistent link: https://www.econbiz.de/10001752968
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Closed-form likelihood expansions for multivariate diffusions
Aït-Sahalia, Yacine - 2002
Persistent link: https://www.econbiz.de/10001671264
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine; Duarte, Jefferson - 2002
Persistent link: https://www.econbiz.de/10001669271
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Disentangling volatility from jumps
Aït-Sahalia, Yacine - 2003
Persistent link: https://www.econbiz.de/10001790835
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105