Inference theory on volatility functional dependencies

by LI, Jia, TODOROV, Viktor, TAUCHEN, George.
Published 2016

Mixed-scale jump regressions with bootstrap inference

by LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2017

Volatility occupation times

by LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2013

Robust jump regressions

by LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2017

Jump regressions

by LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2017

Adaptive estimation of continuous-time regression models using high-frequency data

by LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2017

Jump factor models in large cross-sections

by LI, Jia, TODOROV, Viktor, TAUCHEN, George.
Published 2019

Disagreement in Market Index Options

by SALOME, Guilherme, TAUCHEN, George, LI, Jia
Published 2023

Variation and efficiency of high-frequency betas

by ZHANG, Congshan, LI, Jia, TODOROV, Viktor, TAUCHEN, George
Published 2022

Rank tests at jump events

by LI, Jia, TODOROV, Viktor, TAUCHEN, George, LIN, Huidi.
Published 2019