Estimating the volatility occupation time via regularized Laplace inversion

由 LI, Jia, TODOROV, Viktor, TAUCHEN
出版 2016

Testing the dimensionality of policy shocks

由 LI, Jia, TODOROV, Viktor, ZHANG, Qiushi.
出版 2022

Inference theory on volatility functional dependencies

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George.
出版 2016

Mixed-scale jump regressions with bootstrap inference

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2017

Volatility occupation times

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2013

Robust jump regressions

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2017

Jump regressions

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2017

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

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2017

Jump factor models in large cross-sections

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George.
出版 2019

Variation and efficiency of high-frequency betas

由 ZHANG, Congshan, LI, Jia, TODOROV, Viktor, TAUCHEN, George
出版 2022

Rank tests at jump events

由 LI, Jia, TODOROV, Viktor, TAUCHEN, George, LIN, Huidi.
出版 2019