Project Details
Chinese Project Title
大維因子模型的統計推斷
| Status | Finished |
|---|---|
| Effective start/end date | 1/01/18 → 31/12/20 |
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Research output
- 2 Journal Article
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High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. T., Hu, J., Li, Y. & Zheng, X., Feb 2020, In: Journal of Econometrics. 214, 2, p. 482-494 13 p.Research output: Contribution to journal › Journal Article › peer-review
40 Link opens in a new tab Citations (Scopus) -
Estimating the integrated volatility with tick observations
Jacod, J., Li, Y. & Zheng, X., Jan 2019, In: Journal of Econometrics. 208, 1, p. 80-100 21 p.Research output: Contribution to journal › Journal Article › peer-review
30 Link opens in a new tab Citations (Scopus)