Yacine Aït-Sahalia is the author of 2 books in this catalogue: Handbook of Financial Econometrics and High-Frequency Financial Econometrics. Their catalogued work centres on Financial Econometrics, High-Frequency Trading, Financial Data Engineering, Market Microstructure and Options and Volatility.
Identity. This author profile is linked to persistent identifiers listed below, taken from bibliographic provider records that name this person on the books above.
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