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A Consistent Model Specification Test for a Regression Function Based on Nonparametric Wavelet Estimation
Stengos, T.; Sun, Y. - In: Econometric reviews 20 (2001) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10006901673
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On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian; Nualart, Eulalia; Sun, Yucheng - In: Econometric reviews 39 (2020) 10, pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198