Dinghai Xu
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Person:3590014
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 |
|---|---|---|
| GMM estimation of a realized stochastic volatility model: a Monte Carlo study Econometric Reviews | 2022-03-09 | Paper |
| Random matrix application to correlations amongst the volatility of assets Quantitative Finance | 2021-07-16 | Paper |
| An Efficient Estimation for Switching Regression Models: A Monte Carlo Study Communications in Statistics. Simulation and Computation | 2010-09-17 | Paper |
Research outcomes over time
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