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Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu
;
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
Saved in:
2
Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?
Kong, Xinbing
;
Jing, Bingyi
;
Li, Cuixia
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10010240795
Saved in:
3
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
Saved in:
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