Glivenko-Cantelli Theorems for integrated functionals of stochastic processes

由 LI, Jia, ZHANG, Congshan, LIU, Yunxiao
出版 2021

Occupation density estimation for noisy high-frequency data

由 ZHANG, Congshan, LI, Jia, BOLLERSLEV, Tim
出版 2022

Variation and efficiency of high-frequency betas

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