Narrow search
Showing 1 - 10 of 28
Cover Image
Disentangling volatility from jumps
Aït-Sahalia, Yacine - 2003
Persistent link: https://www.econbiz.de/10001790835
Cover Image
Disentangling diffusion from jumps
Aït-Sahalia, Yacine - In: Journal of financial economics 74 (2004) 3, pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
Cover Image
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - 2004
Persistent link: https://www.econbiz.de/10002125925
Cover Image
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Cover Image
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine - 2007
Persistent link: https://www.econbiz.de/10003691532
Cover Image
Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
Cover Image
Applications
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898680
Cover Image
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
Cover Image
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine; Amengual, Dante; Manresa, Elena - In: Journal of econometrics 187 (2015) 2, pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Cover Image
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 194 (2016) 2, pp. 205-219
Persistent link: https://www.econbiz.de/10011705106