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 |