Keynote speakers > Yacine Ait-Sahalia

Yacine Ait-Sahalia is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His contributions include the development of nonparametric methods for estimating and testing continuous-time models in financial economics, of expansions to implement maximum-likelihood estimation of arbitrary models using discrete data, and numerous advances in the estimation and testing of models using high frequency data with a focus on understanding the role and importance of jumps.