Glivenko-Cantelli Theorems for integrated functionals of stochastic processes

بواسطة LI, Jia, ZHANG, Congshan, LIU, Yunxiao
منشور في 2021

Occupation density estimation for noisy high-frequency data

بواسطة ZHANG, Congshan, LI, Jia, BOLLERSLEV, Tim
منشور في 2022

Variation and efficiency of high-frequency betas

بواسطة ZHANG, Congshan, LI, Jia, TODOROV, Viktor, TAUCHEN, George
منشور في 2022