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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~person:"Dong, Yingjie"
~subject:"Shock"
~subject:"Volatility"
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Dong, Yingjie
Chan, Joshua
13
Vespignani, Joaquin
7
Eisenstat, Eric
6
Kang, Wensheng
6
Ratti, Ronald A.
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Castelnuovo, Efrem
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Bao Hoang Nguyen
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Zhang, Bo
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Haque, Qazi
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Hou, Chenghan
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Koop, Gary
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Magnusson, Leandro M.
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Raissi, Mehdi
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CAMA working paper series
Economics letters
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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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2
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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