Yacine Aït-Sahalia

1. A Tale of Two Time Scales
   2005/11/06 by Lan Zhang, Per A. Mykland, Per A Mykland +2 · 11 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
2. Testing for jumps in a discretely observed process
   2009/01/16 by Yacine Aït-Sahalia, Yacine Aı̈t-Sahalia, Jean Jacod · 12 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stochastic processes and financial applications