Yacine Aït-Sahalia
14 works on record
Works
Handbook of financial econometrics tools and techniques
Handbook of financial econometrics
High-Frequency Financial Econometrics
Nonparametric option pricing under shape restrictions
2002
Closed-form likelihood expansions for multivariate diffusions
2002
Telling from discrete data whether the underlying continuous-time model is a diffusion
2001
Luxury goods and the equity premium
2001
Variable selection for portfolio choice
2001
Nonparametric risk management and implied risk aversion
1997
Dynamic equilibrium and volatility in financial asset markets
1996
Testing continuous-time models of the spot interest rate
1995
Nonparametric estimation of state-price densities implicit in financial asset prices
1995
Nonparametric pricing of interest rate derivative securities
1995
The leverage effect puzzle