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Zhang, Lan
10
Mykland, Per A.
7
Ai͏̈t-Sahalia, Yacine
4
Aït-Sahalia, Yacine
3
Blasiak, Wlodzimierz
2
ARNOLD, MICHAEL
1
Ait-Sahalia, Yacine
1
Dong, Wei
1
John, Geoffrey R.
1
LI, CHENGUANG
1
Mhilu, Cuthbert F.
1
Mykland, Per
1
Mykland, Pera
1
SALIBA, CHRISTINE
1
Tsung, Fugee
1
Wang, Zhaojun
1
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Journal of econometrics
3
Energy conversion and management : ECM
2
Working paper / National Bureau of Economic Research, Inc
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quality technology : a quarterly journal of methods, applications and related topics
1
Journal of the American Statistical Association : JASA
1
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1
The journal of industrial economics
1
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OLC EcoSci
ECONIS (ZBW)
71
RePEc
32
EconStor
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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1
Thermal characterization of tropical biomass feedstocks
Wilson, Lugano
;
Yang, Weihong
;
Blasiak, Wlodzimierz
; …
- In:
Energy conversion and management : ECM
52
(
2011
)
1
,
pp. 191-199
Persistent link: https://www.econbiz.de/10008770075
Saved in:
2
A Self-Starting Control Chart for Linear Profiles
Zou, Changliang
;
Zhou, Chunguang
;
Wang, Zhaojun
;
Tsung, …
- In:
Journal of quality technology : a quarterly journal of …
39
(
2007
)
4
,
pp. 364-375
Persistent link: https://www.econbiz.de/10007869667
Saved in:
3
CFD modeling of ecotube system in coal and waste grate combustion
Dong, Wei
;
Blasiak, Wlodzimierz
- In:
Energy conversion and management : ECM
42
(
2001
)
15
,
pp. 1887-1896
Persistent link: https://www.econbiz.de/10006619359
Saved in:
4
EDGEWORTH EXPANSIONS FOR REALIZED VOLATILITY AND RELATED ESTIMATORS
Zhang, Lan
;
Mykland, Per
;
Ai͏̈t-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10005919904
Saved in:
5
Theory and Methods - A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
Zhang, Lan
;
Mykland, Per A.
;
Ai͏̈t-Sahalia, Yacine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1394-1411
Persistent link: https://www.econbiz.de/10006605479
Saved in:
6
ULTRA HIGH FREQUENCY VOLATILITY ESTIMATION WITH DEPENDENT MICROSTRUCTURE NOISE
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
-
2005
Persistent link: https://www.econbiz.de/10006959146
Saved in:
7
A TALE OF TWO TIME SCALES: DETERMINING INTEGRATED VOLATILITY WITH NOISY HIGH-FREQUENCY DATA
Zhang, Lan
;
Mykland, Per A.
;
Ait-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10006966215
Saved in:
8
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 351-350
Persistent link: https://www.econbiz.de/10010114501
Saved in:
9
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Ai͏̈t-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 162-166
Persistent link: https://www.econbiz.de/10008222692
Saved in:
10
Inference for Continuous Semimartingales Observed at High Frequency
Mykland, Pera
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1403-1446
Persistent link: https://www.econbiz.de/10008318918
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