Robustness of volatility estimation

von Li, Yingying
Veröffentlicht 2008

From 'minimal frequency' to 'minimal effort' : on the grammaticalization of German mal and Chinese yixià

von König, Ekkehard
Veröffentlicht in Form und Funktion (2017)

An EEMD-IVA Approach to Removing Muscle Artifacts from the Electroencephalogram

von Chen, Qiang
Veröffentlicht in ICUIA (2. : 2020 : Online) Urban intelligence and applications (2020)

The SAT-Based Automatic Searching and Experimental Verification for Differential Characteristics with Application to Midori64

von Li, Yingying
Veröffentlicht in ISC (25. : 2022 : Bali) Information security (2022)

Study of merchant adoption in mobile payment system based on ensemble learning

von Li, Yingying
Veröffentlicht in Inventi impact: microfinance & banking (2020)

LEVERAGING PREDICTIONS IN SMOOTHED ONLINE CONVEX OPTIMIZATION VIA GRADIENT-BASED ALGORITHMS

von Li, Yingying
Veröffentlicht in NeurIPS (34. : 2020 : Online) 34th Conference on Neural Information Processing Systems (NeurIPS 2020) ; Volume 18 of 27 (2021)

Rounding errors and volatility estimation

von Li, Yingying
Veröffentlicht in Journal of financial econometrics (2015)

Efficient estimation of integrated volatility incorporating trading information

von Li, Yingying
Veröffentlicht in Journal of econometrics (2016)

High dimensional minimum variance portfolio estimation under statistical factor models

von Ding, Yi
Veröffentlicht in Journal of econometrics (2021)

Statistical properties of microstructure noise

von Jacod, Jean
Veröffentlicht in Econometrica (2017)

Estimating the integrated volatility with tick observations

von Jacob, Jean
Veröffentlicht in Journal of econometrics (2019)

Preparation and Research of Acrylate Latex

von Li, Yingying
Veröffentlicht in China Academic Conference on Printing and Packaging (9. : 2018 : Shandong) Advances in graphic communication, printing and packaging (2019)

Recent Advances of Generic Object Detection with Deep Learning: A Review

von Li, Xin
Veröffentlicht in ICUIA (2. : 2020 : Online) Urban intelligence and applications (2020)

A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise

von Li, Yingying
Veröffentlicht in Journal of econometrics (2018)

Comment on: limit of random measures associated with the increments of a Brownian Semimartingale

von Li, Yingying
Veröffentlicht in Journal of financial econometrics (2018)

Volatility of volatility : estimation and tests based on noisy high frequency data with jumps

von Li, Yingying
Veröffentlicht in Journal of econometrics (2022)

The leverage effect puzzle : disentangling sources of bias at high frequency

von Aït-Sahalia, Yacine
Veröffentlicht 2011

The leverage effect puzzle : disentangling sources of bias at high frequency

von Aït-Sahalia, Yacine
Veröffentlicht in Journal of financial economics (2013)

Volatility measurement with pockets of extreme return persistence

von Andersen, Torben
Veröffentlicht in Journal of econometrics (2023)

High-dimensional minimum variance portfolio estimation based on high-frequency data

von Cai, T. Tony
Veröffentlicht in Journal of econometrics (2020)