Part of the Econometrics Commons
Essays on Forecasting Methods in High-frequency Financial Econometrics, Weijia Peng Weijia Peng
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
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