Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?

von Kong, Xinbing
Veröffentlicht in Journal of mathematical finance (2013)

On the estimation of integrated volatility with jumps and microstructure noise

von Jing, Bingyi
Veröffentlicht in Journal of business & economic statistics (2014)

Estimating the jump activity index under noisy observations using high-frequency data

von Jing, Bingyi
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2011)

Estimating volatility functionals with multiple transactions

von Jing, Bingyi
Veröffentlicht in Econometric theory (2017)

Projected estimation for large-dimensional matrix factor models

von Yu, Long
Veröffentlicht in Journal of econometrics (2022)

Nonparametric regression with nearly integrated regressors under long-run dependence

von Cai, Zongwu
Veröffentlicht in The econometrics journal (2017)

One-way or two-way factor model for matrix sequences?

von He, Yong
Veröffentlicht in Journal of econometrics (2023)

On the jump activity index for semimartingales

Veröffentlicht in Journal of econometrics (2012)