Volatility estimators for discretely sampled Lévy processesAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2007, Vol 35, Num 1, pp 355-392, issn 0090-5364, 38 p.Article

TESTING WHETHER JUMPS HAVE FINITE OR INFINITE ACTIVITYAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2011, Vol 39, Num 3, pp 1689-1719, issn 0090-5364, 31 p.Article

IS BROWNIAN MOTION NECESSARY TO MODEL HIGH-FREQUENCY DATA?AÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2010, Vol 38, Num 5, pp 3093-3128, issn 0090-5364, 36 p.Article

ESTIMATING THE DEGREE OF ACTIVITY OF JUMPS IN HIGH FREQUENCY DATAAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2009, Vol 37, Num 5, pp 2202-2244, issn 0090-5364, 43 p., aArticle

Saddlepoint approximations for continuous-time Markov processesAÏT-SAHALIA, Yacine; JIALIN YU.Journal of econometrics. 2006, Vol 134, Num 2, pp 507-551, issn 0304-4076, 45 p.Article

Do option markets correctly price the probabilities of movement of the underlying asset?AÏT-SAHALIA, Yacine; YUBO WANG; YARED, Francis et al.Journal of econometrics. 2001, Vol 102, Num 1, pp 67-110, issn 0304-4076Article

An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusionsAÏT-SAHALIA, Yacine; MYKLAND, Per A.Journal of econometrics. 2008, Vol 144, Num 1, pp 1-26, issn 0304-4076, 26 p.Article

NONPARAMETRIC TESTS OF THE MARKOV HYPOTHESIS IN CONTINUOUS-TIME MODELSAIT-SAHALIA, Yacine; JIANQING FAN; JIANCHENG JIANG et al.Annals of statistics. 2010, Vol 38, Num 5, pp 3129-3163, issn 0090-5364, 35 p.Article

Nonparametric option pricing under shape restrictionsAÏT-SAHALIA, Yacine; DUARTE, Jefferson.Journal of econometrics. 2003, Vol 116, Num 1-2, pp 9-47, issn 0304-4076, 39 p.Article

Ultra high frequency volatility estimation with dependent microstructure noiseAÏT-SAHALIA, Yacine; MYKLAND, Per A; LAN ZHANG et al.Journal of econometrics. 2010, Vol 160, Num 1, pp 160-175, issn 0304-4076, 16 p.Article

Edgeworth expansions for realized volatility and related estimatorsLAN ZHANG; MYKLAND, Per A; AIT-SAHALIA, Yacine et al.Journal of econometrics. 2010, Vol 160, Num 1, pp 190-203, issn 0304-4076, 14 p.Article