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~person:"Zhang, Lan"
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Zhang, Lan
Aboura, Sofiane
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Ruiz, Esther
10
Haas, Markus
9
Linton, Oliver
7
Mykland, Per A.
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Paolella, Marc S.
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Yu, Jun
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Francq, Christian
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Normandin, Michel
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Jayaraman, Rajshri
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Li, Yingying
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Taamouti, Abderrahim
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Catania, Leopoldo
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Du, Xiaodong
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Ielpo, Florian
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Omori, Yasuhiro
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Journal of econometrics
3
Annals of Finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Implied and realized volatility: empirical model selection
Zhang, Lan
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10010866512
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2
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
4
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
5
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
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