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Yan Mu - MaRDI portal

Yan Mu

From MaRDI portal
Person:4642910

Available identifiers

zbMath Open mu.yanMaRDI QIDQ4642910

List of research outcomes





PublicationDate of PublicationType
Leverage effect in high-frequency data with market microstructure2023-09-15Paper
High-dimensional integrated volatility matrix estimation for high-frequency financial data2022-03-21Paper
High-dimensional integrated volatility matrix estimation forhigh-frequency financial data with jumps2022-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46429112018-05-25Paper
https://portal.mardi4nfdi.de/entity/Q54981572015-02-11Paper

Research outcomes over time

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