Huiling Yuan
From MaRDI portal
Person:4642909
Available identifiers
zbMath Open yuan.huilingMaRDI QIDQ4642909
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 |
|---|---|---|
| High-frequency-based volatility model with network structure | 2024-11-20 | Paper |
| Volatility analysis for the GARCH-Itô model with option data | 2024-04-23 | Paper |
| Leverage effect in high-frequency data with market microstructure | 2023-09-15 | Paper |
| A new volatility model: GQARCH‐ItÔ model | 2022-08-08 | Paper |
| High-dimensional integrated volatility matrix estimation for high-frequency financial data | 2022-03-21 | Paper |
| A new risk measure method-GVaR | 2018-05-25 | Paper |
Research outcomes over time
This page was built for person: Huiling Yuan
