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 |
|---|---|---|
| Volatility analysis with high-frequency and low-frequency historical data, and options-implied information Statistica Sinica | 2025-10-08 | Paper |
| High-frequency-based volatility model with network structure Journal of Time Series Analysis | 2024-11-20 | Paper |
| Volatility analysis for the GARCH-Itô model with option data The Canadian Journal of Statistics | 2024-04-23 | Paper |
| Leverage effect in high-frequency data with market microstructure Statistics and Its Interface | 2023-09-15 | Paper |
| A new volatility model: GQARCH‐ItÔ model Journal of Time Series Analysis | 2022-08-08 | Paper |
| High-dimensional integrated volatility matrix estimation for high-frequency financial data SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| A new risk measure method-GVaR | 2018-05-25 | Paper |
Research outcomes over time
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