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