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Your search for [author]Ait-Sahalia, Yacine returned 5 records. |
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Nonparametric estimation of state-price densities implicit in financial asset prices.
by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.
Subject: Pricing -- Econometric models; Price regulation -- Econometric models; Prices -- Econometric models.
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Testing continuous-time models of the spot interest rate.
by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.
Subject: Interest rates -- Econometric models.
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Nonparametric pricing of interest rate derivative securities.
by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.
Subject: Interest rates; Derivative securities; Nonparametric statistics.
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Dynamic equilibrium and volatility in financial asset markets.
by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1996.
Subject: Prices; Equilibrium (Economics).
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Nonparametric risk management and implied risk aversion.
by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1997.
Subject: Risk management; Nonparametric statistics.
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