Xujie Zhao

From MaRDI portal
Person:2188019

Available identifiers

zbMath Open zhao.xujieMaRDI QIDQ2188019

List of research outcomes





PublicationDate of PublicationType
Modeling financial intraday jump tail contagion with high frequency data using mutually exciting Hawkes process2020-06-03Paper
Nonparametric estimation of jump characteristics under market microstructure noise2017-07-31Paper
NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS2015-03-04Paper
Parameter estimation and its algorithm for generalized linear regression models with convex constraints2009-07-22Paper

Research outcomes over time

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