Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3

von Lalley, Steven P.
Veröffentlicht in Probability theory and related fields (2010)

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

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

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)

Testing high-dimensional covariance matrices under the elliptical distribution and beyond

von Yang, Xinxin
Veröffentlicht in Journal of econometrics (2021)

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

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

MNHMT2019-3911 A Method for Measuring Thermal Conductivity of Low-Dimensional Materials Based on DC Heating

von Yang, Xiao
Veröffentlicht in ASME International Conference on Micro/Nanoscale Heat and Mass Transfer (6. : 2019 : Dalian) Proceedings of the ASME 6th International Conference on Micro/Nanoscale Heat and Mass Transfer - 2019 (2019)

Realized volatility when sampling times are possibly endogenous

Veröffentlicht in Econometric theory (2014)