Browse "School of Management Engineering(경영공학부)" byAuthorWang, Yazhen

Showing results 7 to 9 of 9

7
Sparse PCA-based on high-dimensional Ito processes with measurement errors

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12

8
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

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

9
Volatility analysis with realized GARCH-Ito models

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

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