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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Kong, Xin-Bing"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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Kong, Xin-Bing
Todorov, Viktor
14
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9
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Linton, Oliver
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Phillips, Peter C. B.
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Su, Liangjun
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Aït-Sahalia, Yacine
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Lu, Xun
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Li, Kunpeng
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Sasaki, Yuya
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Xiu, Dacheng
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Botosaru, Irene
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Cai, Zongwu
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Discussion paper
Journal of econometrics
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ECONIS (ZBW)
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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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