Yan Mu
From MaRDI portal
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 |
|---|---|---|
| Leverage effect in high-frequency data with market microstructure Statistics and Its Interface | 2023-09-15 | Paper |
| High-dimensional integrated volatility matrix estimation for high-frequency financial data SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| High-dimensional integrated volatility matrix estimation for high-frequency financial data with jumps SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| A new risk measure method-GVaR | 2018-05-25 | Paper |
| A limit theorem for pairwise NQD random sequences | 2015-02-11 | Paper |
Research outcomes over time
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