Xujie Zhao
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Person:2188019
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 |
|---|---|---|
| Modeling financial intraday jump tail contagion with high frequency data using mutually exciting Hawkes process Discrete Dynamics in Nature and Society | 2020-06-03 | Paper |
| Nonparametric estimation of jump characteristics under market microstructure noise Communications in Statistics. Simulation and Computation | 2017-07-31 | Paper |
| NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS Journal of Time Series Analysis | 2015-03-04 | Paper |
| Parameter estimation and its algorithm for generalized linear regression models with convex constraints | 2009-07-22 | Paper |
Research outcomes over time
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