Part of the Social and Behavioral Sciences Commons

Works by Weijia Peng in Social and Behavioral Sciences

2020

Essays on Forecasting Methods in High-frequency Financial Econometrics, Weijia Peng
Weijia Peng

2019

Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps ☆, Arpita Mukherjee, Weijia Peng, Norman R. Swanson, Xiye Yang
Weijia Peng