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Results: 1-5 |
Results: 5

Authors: Ait-Sahalia, Y Bickel, PJ Stoker, TM
Citation: Y. Ait-sahalia et al., Goodness-of-fit tests for kernel regression with an application to option implied volatilities, J ECONOMET, 105(2), 2001, pp. 363-412

Authors: Ait-Sahalia, Y Wang, YB Yared, F
Citation: Y. Ait-sahalia et al., Do option markets correctly price the probabilities of movement of the underlying asset?, J ECONOMET, 102(1), 2001, pp. 67-110

Authors: Ait-Sahalia, Y Brandt, MW
Citation: Y. Ait-sahalia et Mw. Brandt, Variable selection for portfolio choice, J FINANCE, 56(4), 2001, pp. 1297-1351

Authors: Ait-Sahalia, Y Lo, AW
Citation: Y. Ait-sahalia et Aw. Lo, Nonparametric risk management and implied risk aversion, J ECONOMET, 94(1-2), 2000, pp. 9-51

Authors: Ait-Sahalia, Y
Citation: Y. Ait-sahalia, Transition densities for interest rate and other nonlinear diffusions, J FINANCE, 54(4), 1999, pp. 1361-1395
Risultati: 1-5 |