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1دورية أكاديمية
المؤلفون: Erlin Guo, Patrick Ling
المصدر: Electronic Research Archive, Vol 32, Iss 2, Pp 799-811 (2024)
مصطلحات موضوعية: multiple sub-grids, threshold, endogenous, jumps, semi-martingale, Mathematics, QA1-939, Applied mathematics. Quantitative methods, T57-57.97
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2688-1594
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2دورية أكاديمية
المؤلفون: Erlin Guo, Cuixia Li, Patrick Ling, Fengqin Tang
المصدر: AIMS Mathematics, Vol 8, Iss 12, Pp 31070-31091 (2023)
مصطلحات موضوعية: nonparametric estimation, self-weighted volatility, high-frequency data, microstructure noise, itô process, Mathematics, QA1-939
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2473-6988
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3دورية أكاديمية
المؤلفون: Erlin Guo, Cuixia Li, Fengqin Tang
المصدر: Mathematics, Vol 11, Iss 6, p 1425 (2023)
مصطلحات موضوعية: high-frequency data, asymptotic theory, threshold, jumps, large integrated volatility matrix, Mathematics, QA1-939
وصف الملف: electronic resource
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المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9efb9e213cd86d854d28434af9d3ebb3
https://doi.org/10.2139/ssrn.4164023 -
5دورية أكاديمية
المصدر: Taylor & Francis Journals, Communications in Statistics - Theory and Methods. 47(3):521-531
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المؤلفون: Erlin Guo, Cui-Xia Li
المصدر: Communications in Statistics - Theory and Methods. 47:521-531
مصطلحات موضوعية: Statistics and Probability, Finite variation, 05 social sciences, Frequency data, Estimator, Market microstructure, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Econometrics, Applied mathematics, Endogeneity, 0101 mathematics, Volatility (finance), Local average, 050205 econometrics, Mathematics, Central limit theorem
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المؤلفون: Peihao Zhao, Erlin Guo
المصدر: Boundary Value Problems. 2012
مصطلحات موضوعية: Sobolev space, Algebra and Number Theory, Variable exponent, Homogeneous, Mathematical analysis, Multiplicity (mathematics), Laplace operator, Analysis, Mathematics
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المؤلفون: Erlin Guo, Peihao Zhao
المصدر: Boundary Value Problems. 2012(1):1
مصطلحات موضوعية: Sobolev space, Nonlinear system, Variational method, Algebra and Number Theory, Mathematics Subject Classification, Ordinary differential equation, Bounded function, Mathematical analysis, Neumann boundary condition, Laplace operator, Analysis, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15ac62094852b8080664166306e86595