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Nonparametric statistics
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Li, Chenxu
3
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Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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2
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
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3
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
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4
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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5
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
-
2002
Persistent link: https://www.econbiz.de/10001669271
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6
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
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7
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine
- In:
Annual review of financial economics
1
(
2009
),
pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
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8
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
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9
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
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10
A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1393-1411
Persistent link: https://www.econbiz.de/10003242153
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