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TheEconometricsofContinuous-TimeFinanceContents：一、LikelihoodExpansionsforDiffusions1、Ait-Sahalia,Y.,1999,TransitionDensitiesforInterestRateandOtherNonlinearDiffusions,JournalofFinance54, ...
The Econometrics of Continuous-Time FinanceContents：一、Likelihood Expansions for Diffusions1、Ait-Sahalia, Y., 1999, Transition Densities for Interest Rate and Other Nonlinear Diffusions, Journal of Finance 54, 2、Ait-Sahalia, Y., 2002, Maximum-Likelihood Estimation of Discretely-Sampled Diffusions: A Closed-Form Approximation Approach, Econometrica 70, 223-2623、Ait-Sahalia, Y., 2001, Closed-Form Likelihood Expansions for Multivariate Diffusions, Working paper二、Random Sampling and Transaction-Level Data4、Ait-Sahalia, Y. and Mykland, P., 2003, The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions, Econometrica 71, 483-5495、Engle, R.F. and Russell, J., 1998, Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data, Econometrica 66, 6、Renault, E. and Werker, B., 2002, Stochastic Volatility Models with Transaction Time Risk, Working paper三、Generalized Method of Moments Estimators and Simulation-Based Methods7、Duffie, D. and Singleton, K., 1993, Simulated Moments Estimation of Markov Models of Asset Prices, Econometrica 61, 929-9528、Hansen, L.P. and Scheinkman, J.A., 1995, Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes, Econometrica 63, 767-8049、Conley, T.G., L.P. Hansen, E.G.J. Luttmer and J.A. Scheinkman, 1997, Short-Term Interest Rates as Subordinated Diffusions, Review of Financial Studies 10, 525-57810、Singleton, K., 2001, Estimation of Affine Asset Pricing Models Using the Empirical Characteristic Function, Journal of Econometrics 102, 111-14111、Pedersen, A.R., 1995, A New Approach to Maximum-Likelihood Estimation for Stochastic Differential Equations Based on Discrete Observations, Scandinavian Journal of Statistics, 22, 55-7112、Gallant, A. R. and Tauchen, G., 2002, Simulated Score Methods and Indirect Inference for Continuous-time Models, prepared for the Handbook of Financial Econometrics13、Gouriéroux, C., Monfort, A. and Renault, E., 1993, Indirect Inference, Journal of Applied Econometrics 8, S85-S115四、Nonparametric, MCMC and Sampling Methods for Discretely-Sampled Continuous-Time Models14、Ait-Sahalia, Y., 1996, Nonparametric Pricing of Interest Rate Derivative Securities, Econometrica 64, 527-56015、Ait-Sahalia, Y., 1996, Testing Continuous-Time Models of the Spot Interest Rate, Review of Financial Studies 9, 385-42616、Johannes, M. and Polson, N., 2002, MCMC methods for Financial Econometrics, prepared for the Handbook of Financial Econometrics17、Elerian, O., Chib, S., Shephard, N., 2001, Likelihood Inference for Discretely Observed Non-Linear Diffusions, Econometrica 69, 959-993五、Jump-Diffusions and Lévy Processes18、Ait-Sahalia, Y., 2002, Telling From Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion, Journal of Finance 57, 19、Ait-Sahalia, Y., 2002, Why Distinguishing Jumps from Volatility is Difficult (But Not Impossible), Working paper20、Schaumburg, E., 2001, Maximum Likelihood Estimation of Jump Processes with Applications to Finance, Ph.D. Dissertation, Princeton University. 其中的文献：1、4、15、18、19待续。。。
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