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LIU ZHI [2]
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2024 [1]
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Metrika [1]
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Correcting spot power variation estimator via Edgeworth expansion
Journal article
He, Lidan, Liu, Qiang, Liu, Zhi, Bucci, Andrea. Correcting spot power variation estimator via Edgeworth expansion[J]. Metrika, 2024, 87(8), 921–945.
Authors:
He, Lidan
;
Liu, Qiang
;
Liu, Zhi
;
Bucci, Andrea
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
0.9
/
1.0
|
Submit date：2024/02/22
Confidence Interval
Edgeworth Expansion
High-frequency Data
Spot Volatility
Edgeworth corrections for spot volatility estimator
Journal article
He,Lidan, Liu,Qiang, Liu,Zhi. Edgeworth corrections for spot volatility estimator[J]. Statistics and Probability Letters, 2020, 164.
Authors:
He,Lidan
;
Liu,Qiang
;
Liu,Zhi
Favorite
|
TC[WOS]:
2
TC[Scopus]:
2
IF:
0.9
/
0.8
|
Submit date：2021/03/11
Central Limit Theorem
Confidence Interval
Edgeworth Expansion
High Frequency Data
Spot Volatility
