| Co-Authors | |
|---|---|
| Authors | No. of Publications |
| li, jia | 2 |
| bollerslev, tim | 1 |
| bugni, federico a. | 1 |
| chen, ye | 1 |
| li, jian | 1 |
| Keywords in Publications | |
|---|---|
| keywords | No. of Authors |
| c12 | 1 |
| c14 | 1 |
| c22 | 1 |
| c32 | 1 |
| decision theory | 1 |
| event study | 1 |
| high-frequency data | 1 |
| infill asymptotics | 1 |
| jump | 1 |
| nonparametric estimation | 1 |
| permutation tests | 1 |
| randomization tests | 1 |
| range-based estimation | 1 |
| semimartingale | 1 |
| spot volatility | 1 |