Yacine Aït-Sahalia

• Handbook of financial econometrics
• Handbook of financial econometrics tools and techniques
• High-Frequency Financial Econometrics
• Closed-form likelihood expansions for multivariate diffusions
• Dynamic equilibrium and volatility in financial asset markets
• Handbook of financial econometrics
• Handbook of financial econometrics tools and techniques
• Luxury goods and the equity premium
• Nonparametric estimation of state-price densities implicit in financial asset prices
• Nonparametric option pricing under shape restrictions
• Nonparametric pricing of interest rate derivative securities
• Nonparametric risk management and implied risk aversion