Dinghai Xu
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| GMM estimation of a realized stochastic volatility model: a Monte Carlo study Econometric Reviews | 2022-03-09 | Paper |
| Random matrix application to correlations amongst the volatility of assets Quantitative Finance | 2021-07-16 | Paper |
| An Efficient Estimation for Switching Regression Models: A Monte Carlo Study Communications in Statistics. Simulation and Computation | 2010-09-17 | Paper |
Research outcomes over time
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