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Estimating spot volatility in the presence of infinite variation jumps Journal article
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018,Volume: 128,Issue: 6,Page: 1958-1987
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/10/30
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Foreign interest rate shocks and exchange rate regimes in East Asia Journal article
Applied Economics, 2014,Volume: 46,Issue: 21,Page: 2488-2501
Authors:  Yang Zhang;  Mengling Li;  Wai-Mun Chia
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/11/06
Exchange Rate Regime  Foreign Interest Rate Shocks  East Asia  Panel Var