The following pages link to Dachuan Chen (Q311640):
Displaying 9 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
- High-dimensional non-parametric tests for linear asset pricing models (Q6543960) (← links)
- The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)
- Spatial-sign-based high-dimensional white noises test (Q6660343) (← links)
- Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests (Q6661075) (← links)
