Search Results - Ait-Sahalia, Yacine

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  1. 1

    Variable selection for portfolio choice by Ait-Sahalia, Yacine

    Published 2001
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  2. 2

    Nonparametric option pricing under shape restrictions by Ait-Sahalia, Yacine

    Published 2002
    Book


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  3. 3

    Luxury goods and the equity premium by Ait-Sahalia, Yacine

    Published 2001
    Book


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  4. 4

    Nonparametric estimation of state-price densities implicit in financial asset prices. by Ait-Sahalia, Yacine

    Published 1995
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    Book


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  5. 5

    Testing continuous-time models of the spot interest rate. by Ait-Sahalia, Yacine

    Published 1995
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  6. 6

    Nonparametric pricing of interest rate derivative securities. by Ait-Sahalia, Yacine

    Published 1995
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  7. 7

    Nonparametric risk management and implied risk aversion by Ait-Sahalia, Yacine

    Published 1997
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  8. 8

    Dynamic equilibrium and volatility in financial asset markets. by Ait-Sahalia, Yacine

    Published 1996
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  9. 9

    High-frequency financial econometrics by Ait-Sahalia, Yacine, Jacod, Jean

    Published 2014
    Book


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