Yinfen Tang

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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
A combined filtering approach to high-frequency volatility estimation with mixed-type microstructure noises
Applied Stochastic Models in Business and Industry
2024-07-18Paper
Trading information, price discreteness, and volatility estimation
Journal of Statistical Planning and Inference
2022-04-08Paper


Research outcomes over time


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