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A Unified Approach to Volatili...
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Volatility
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18
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9
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8
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4
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4
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ECONIS (ZBW)
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1
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
Sequential sampling for CGMY processes via decomposition of their time changes
Zhang, Chengwei
;
Zhang, Zhiyuan
- In:
Naval research logistics : an international journal
65
(
2018
)
6/7
,
pp. 522-534
Persistent link: https://www.econbiz.de/10011969320
Saved in:
4
Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.
;
Müller, Gernot
;
Zhang, Zhiyuan
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
Saved in:
5
Leverage, consumer finance, and housing prices in China
Guo, Ye
;
Xu, Wenbin
;
Zhang, Zhiyuan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 461-474
Persistent link: https://www.econbiz.de/10011562488
Saved in:
6
Collaborative innovation and policy support : the emergence of trilateral networks
Song, Yang
;
Elsner, Wolfram
;
Zhang, Zhiyuan
;
Berger, Ron
- In:
Applied economics
52
(
2020
)
34
,
pp. 3651-3668
Persistent link: https://www.econbiz.de/10012258968
Saved in:
7
Effects of innovation efficiency and knowledge on industry-university collaboration : an evolutionary game perspective
Song, Yang
;
Zhang, Zhiyuan
- In:
Collaborative innovation networks : latest insights …
,
(pp. 143-161)
.
2019
Persistent link: https://www.econbiz.de/10012289565
Saved in:
8
Can art hedge against economic policy uncertainty? : new insights through the NARDL model
Sun, Qinglin
;
Zhang, Zhiyuan
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472647
Saved in:
9
Customer joining strategies in Markovian queues with B-limited service rule and multiple vacations
Sun, Wei
;
Xie, Xumeng
;
Zhang, Zhiyuan
;
Li, Shiyong
- In:
4OR : quarterly journal of the Belgian, French and …
22
(
2024
)
2
,
pp. 211-233
Persistent link: https://www.econbiz.de/10014548271
Saved in:
10
Currencies and culture : an amusing journey into the impacts of exchange rates on global creative industries
Baorui, Shao
;
Zhang, Zhiyuan
;
Zhao, Li
- In:
The American journal of economics and sociology
83
(
2024
)
3
,
pp. 647-672
Persistent link: https://www.econbiz.de/10014558825
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