Liang-Ching Lin

Available identifiers

Publication	Date of Publication	Type
Comprehensive interval-valued time series model with application to the S\&P 500 index and PM2.5 level data analysis	2024-07-30	Paper
Monitoring photochemical pollutants based on symbolic interval-valued data analysis	2023-12-02	Paper
Symbolic interval-valued data analysis for time series based on auto-interval-regressive models	2021-11-18	Paper
Efficient and positive semidefinite pre-averaging realized covariance estimator	2021-10-06	Paper
Huber-type principal expectile component analysis	2021-05-07	Paper
Assessing influential trade effects via high-frequency market reactions	2020-11-04	Paper
Goodness-of-fit test for stochastic volatility models Based on noisy observations	2016-07-15	Paper
Optimal restricted quadratic estimator of integrated volatility	2016-05-20	Paper
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application	2015-11-18	Paper
The Bickel-Rosenblatt test for continuous time stochastic volatility models	2014-10-17	Paper
Goodness-of-fit test for stochastic volatility models	2014-01-10	Paper

This page was built for person: Liang-Ching Lin