Moming Wang

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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
Default forecast with auxiliary information using a logarithmic transformation model
SCIENTIA SINICA Mathematica
2022-03-21Paper
Design-free estimation of integrated covariance matrices for high-frequency data
Journal of Multivariate Analysis
2022-03-01Paper
Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations
Statistics & Probability Letters
2021-03-18Paper


Research outcomes over time


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