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> Yacine Aït-Sahalia
Yacine Aït-Sahalia
All books by Yacine Aït-Sahalia
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Displaying 6 Books
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Disentangling volatility from jumps
Yacine Aït-Sahalia
High frequency market microstructure noise estimates and liquidity measures
Yacine Aït-Sahalia
How often to sample a continuous-time process in the presence of market microstructure noise
Yacine Aït-Sahalia
Luxury goods and the equity premium
Yacine Aït-Sahalia
Maximum likelihood estimation of stochastic volatility models
Yacine Aït-Sahalia
Ultra high frequency volatility estimation with dependent microstructure noise
Yacine Aït-Sahalia
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