Yingwen Tan

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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
On-line detection of changes in the shape of intraday volatility curves
Journal of Econometrics
2025-12-04Paper
Testing mean stationarity of intraday volatility curves
Quantitative Economics
2025-10-01Paper
Inference for calendar effects in microstructure noise
Journal of Time Series Analysis
2024-11-12Paper


Research outcomes over time


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