Yacine Aït-Sahalia

Closed-form likelihood expansions...

Closed-form likelihood expansions for multivariate diffusions

2002

Nonparametric option pricing unde...

Nonparametric option pricing under shape restrictions

2002

Luxury goods and the equity premium

Luxury goods and the equity premium

2001

Telling from discrete data whethe...

Telling from discrete data whether the underlying continuous-time model is a diffusion

2001

Variable selection for portfolio ...

Variable selection for portfolio choice

2001

Nonparametric risk management and...

Nonparametric risk management and implied risk aversion

1997

Dynamic equilibrium and volatilit...

Dynamic equilibrium and volatility in financial asset markets

1996

Nonparametric estimation of state...

Nonparametric estimation of state-price densities implicit in financial asset prices

1995

Nonparametric pricing of interest...

Nonparametric pricing of interest rate derivative securities

1995

Testing continuous-time models of...

Testing continuous-time models of the spot interest rate

1995

Handbook of financial econometrics

Year unknown Yacine Aït-Sahalia and Lars Peter Hansen

Handbook of financial econometrics

Handbook of financial econometrics

Year unknown Yacine Aït-Sahalia and Lars Peter Hansen

Handbook of financial econometrics tools and techniques

Year unknown Yacine Aït-Sahalia and Lars Peter Hansen

Handbook of financial econometric...

Handbook of financial econometrics tools and techniques

Year unknown

High-Frequency Financial Econometrics

Year unknown Yacine Aït-Sahalia and Jean Jacod

The leverage effect puzzle

The leverage effect puzzle

Year unknown