Yacine Aitsahalia

Latest Institution: Princeton University

All Institutions: Princeton University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Nonparametric Option Pricing Under Shape Restrictions

Year: 2002
Journal: Journal of Econometrics
Authors: Yacine Aitsahalia; Jefferson Duarte

The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

Year: 2011
Journal: Journal of Financial Economics
Authors: Yacine Aitsahalia; Jianqing Fan; Yingying Li


Author Disambiguation

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