Lidan He

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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!

PublicationDate of PublicationType
Correcting spot power variation estimator via Edgeworth expansion
Metrika
2024-10-22Paper
Large deviation principles of realized Laplace transform of volatility
Journal of Theoretical Probability
2022-03-17Paper
Edgeworth corrections for spot volatility estimator
Statistics & Probability Letters
2020-10-12Paper


Research outcomes over time


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