Chunliang Deng
From MaRDI portal
Person:2144834
Available identifiers
zbMath Open deng.chunliangMaRDI QIDQ2144834
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 |
|---|---|---|
| Quasi maximum exponential likelihood estimation of GARCH model based on high frequency data | 2024-02-07 | Paper |
| On the test of the volatility proxy model | 2022-12-13 | Paper |
| Daily nonparametric ARCH(1) model estimation using intraday high frequency data | 2022-06-17 | Paper |
| Daily GARCH model estimation using high frequency data | 2021-12-17 | Paper |
Research outcomes over time
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