Yi Wang

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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
A Pure-Jump Transaction-Level Price Model Yielding Cointegration
Journal of Business and Economic Statistics
2010-12-30Paper
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
Econometric Theory
2009-09-30Paper


Research outcomes over time


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