DSpace at KOASAS
Browsing DSpace

Browse "School of Management Engineering(경영공학부)" by Author Wang, Yazhen

A to Z

All 0-9

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:

Showing results 10 to 12 of 12

10
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyu; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10

11
Unified discrete-time factor stochastic volatility and continuous-time Ito models for combining inference based on low-frequency and high-frequency

Kim, Donggyu; Song, Xinyu; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.192, 2022-11

12
Volatility analysis with realized GARCH-Ito models

Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05

Discover

rss_1.0 rss_2.0 atom_1.0