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Leverage Effect Puzzle
by
Ait-Sahalia, Yacine
2011
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Electronic
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High Frequency Traders
by
Aït-Sahalia, Yacine
2013
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Electronic
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Disentangling Volatility from Jumps
by
Ait-Sahalia, Yacine
2003
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Variable Selection for Portfolio Choice
by
Ait-Sahalia, Yacine
2001
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Electronic
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So Many Jumps, So Few News
by
Aït-Sahalia, Yacine
2024
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Electronic
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Luxury Goods and the Equity Premium
by
Ait-Sahalia, Yacine
2001
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Electronic
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Nonparametric Option Pricing under Shape Restrictions
by
Ait-Sahalia, Yacine
2002
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When Uncertainty and Volatility Are Disconnected
by
Aït-Sahalia, Yacine
2021
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Electronic
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Analyzing the Spectrum of Asset Returns
by
Aït-Sahalia, Yacine
2010
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Electronic
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Maximum Likelihood Estimation of Discretely Sampled Diffusions
by
Ait-Sahalia, Yacine
1998
Format:
Electronic
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