The following pages link to Liang-Ching Lin (Q287535):
Displaying 10 items.
- Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Huber-type principal expectile component analysis (Q830604) (← links)
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
- Symbolic interval-valued data analysis for time series based on auto-interval-regressive models (Q2665008) (← links)
- Assessing influential trade effects via high-frequency market reactions (Q5130262) (← links)
- Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
- Goodness-of-fit test for stochastic volatility models Based on noisy observations (Q5739481) (← links)
- Monitoring photochemical pollutants based on symbolic interval-valued data analysis (Q6062811) (← links)