Weijie Hou

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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
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Studies in Nonlinear Dynamics & Econometrics
2023-04-17Paper
Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of Shibor
Journal of Time Series Analysis
2022-02-18Paper
Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model
Methodology and Computing in Applied Probability
2020-05-04Paper


Research outcomes over time


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