Yacine Ait-sahalia

  1. Title:
    Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen)
    Speaker:
    Yacine Ait-sahalia

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309051110-AitSahalia.html

  2. Title:
    The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
    Speaker:
    Yacine Ait-sahalia

    Link:
    https://video-archive.fields.utoronto.ca/view/394