Author:
Aı̈t-Sahalia Yacine,Lo Andrew W.
Subject
Applied Mathematics,Economics and Econometrics
Reference68 articles.
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2. Testing continuous-time models of the spot interest rate;Aı̈t-Sahalia;Review of Financial Studies,1996
3. Aı̈t-Sahalia, Y., 1997. The delta method for nonparametric kernel functionals. Working paper, University of Chicago.
4. Nonparametric estimation of state-price densities implicit in financial asset prices;Aı̈t-Sahalia;Journal of Finance,1998
5. The role of securities in the optimal allocation of risk bearing;Arrow;Review of Economic Studies,1964
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493 articles.
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