Zobrazeno 1 - 10
of 112
pro vyhledávání: '"He, Lidan"'
Publikováno v:
In Computer Methods and Programs in Biomedicine June 2024 249
Publikováno v:
In Biomedical Signal Processing and Control May 2024 91
Autor:
Yang, Jing, Qi, Wangdan, Wang, Li, He, Lidan, Ou, Chunlei, Xu, Caiyun, He, Dinggeng, Deng, Le
Publikováno v:
In Acta Biomaterialia 1 March 2024 176:379-389
Under scenario of high frequency data, consistent estimator of realized Laplace transform of volatility is proposed by \citet{TT2012a} and related central limit theorem has been well established. In this paper, we investigate the asymptotic tail beha
Externí odkaz:
http://arxiv.org/abs/2010.14170
Publikováno v:
Statistics and Probability Letters 164 (2020)
We develop Edgeworth expansion theory for spot volatility estimator under general assumptions on the log-price process that allow for drift and leverage effect. The result is based on further estimation of skewness and kurtosis, when compared with ex
Externí odkaz:
http://arxiv.org/abs/2007.11405
Publikováno v:
In Placenta November 2023 143:91-99
Publikováno v:
In Journal of Empirical Finance September 2023 73:251-271
Publikováno v:
In Acta Biomaterialia 1 January 2023 155:588-600
Autor:
Li, Huan, Yang, Ke, Hai, Luo, Wang, Zefeng, Luo, Yuze, He, Lidan, Yi, Wenhua, Li, Junqin, Xu, Caiyun, Deng, Le, He, Dinggeng
Publikováno v:
In Chemical Engineering Journal 1 January 2023 455 Part 2
Publikováno v:
In Optics Communications 1 January 2023 526