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81
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16
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ECONIS (ZBW)
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1
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
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2
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
3
The effect of teacher's concurrent administrative position on students' academic outcomes : evidence and mechanisms
Sun, Yucheng
;
Zhou, Xianbo
- In:
China economic review : an international journal
71
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013474304
Saved in:
4
E-commerce participation, digital finance and farmers' income
Yi, Famin
;
Yao, Lihao
;
Sun, Yucheng
;
Cai, Yi
- In:
China agricultural economic review : CAER
15
(
2023
)
4
,
pp. 833-852
Persistent link: https://www.econbiz.de/10014455520
Saved in:
5
Does digital finance upgrade trickle-down consumption effect in China?
Zhou, Xianbo
;
Sun, Yucheng
;
Tao, Ying
- In:
Economic modelling
118
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014229233
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6
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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7
The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets
Arkorful, Gideon Bruce
;
Chen, Haiqiang
;
Liu, Xiaoqun
; …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2015-2024
Persistent link: https://www.econbiz.de/10012313545
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8
The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
Zhang, Chuanhai
;
Ma, Huan
;
Arkorful, Gideon Bruce
;
Peng, Zhe
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248982
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9
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
10
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
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