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Disambiguation of "Ait-Sahalia, Yacine"

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Goodness-of-fit tests for kernel regression with an application to option implied volatilities

, , and . Journal of Econometrics, 105 (2): 363--412 (December 2001)

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Yacine Aït-Sahalia

Yacine Saidi

Yacine Elhmidi

Yacine Kessaci

Yacine Rezgui

 

Other publications of authors with the same name

Goodness-of-fit tests for kernel regression with an application to option implied volatilities, , and . Journal of Econometrics, 105 (2): 363--412 (December 2001)Dynamic equilibrium and volatility in financial asset markets. Journal of Econometrics, 84 (1): 93--127 (May 1998)Nonparametric option pricing under shape restrictions, and . Journal of Econometrics, 116 (1-2): 9--47 (00 2003)Disentangling diffusion from jumps. Journal of Financial Economics, 74 (3): 487--528 (December 2004)Nonparametric risk management and implied risk aversion, and . Journal of Econometrics, 94 (1-2): 9--51 (00 2000)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach. Econometrica, 70 (1): 223--262 (Jan 1, 2002)doi: 10.1111/1468-0262.00274.Nonparametric estimation of state-price densities implicit in financial asset prices., and . CIFEr, page 2-5. IEEE, (1995)Do option markets correctly price the probabilities of movement of the underlying asset?, , and . Journal of Econometrics, 102 (1): 67--110 (May 2001)The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions, and . Econometrica, 71 (2): 483--549 (60 03 2003)doi: 10.1111/1468-0262.t01-1-00416.Luxury Goods and the Equity Premium, , and . Journal of Finance, 59 (6): 2959-3004 (2004)