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China's Capital and 'Hot' Money Flows: An Empirical Investigation Journal article
Pacific Economic Review, 2016,Volume: 21,Issue: 3,Page: 276-294
Authors:  Cai, Tao;  Dang, Vinh Q. T.;  Lai, Jennifer T.
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/11/06
Estimating integrated co-volatility with partially miss-ordered high frequency data Journal article
Statistical Inference for Stochastic Processes, 2016,Volume: 19,Issue: 2,Page: 175-197
Authors:  Liu Z.
Favorite |  | TC[WOS]:0 TC[Scopus]:3 | Submit date:2019/02/14
Central Limit Theorem  Diffusion Model  High Frequency Data  Multiple Transactions  Stable Convergence  
Estimating integrated co-volatility with partially miss-ordered high frequency data Journal article
Statistical Inference for Stochastic Processes, 2016,Volume: 19,Issue: 2,Page: 175-197
Authors:  Liu,Zhi
Favorite |  | TC[WOS]:0 TC[Scopus]:3 | Submit date:2021/03/11
Central limit theorem  Diffusion model  High frequency data  Multiple transactions  Stable convergence