Research output per year
Research output per year
Personal profile
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Thesis Title
Comparing Estimators of the Components of the Quadratic Variation in High Frequency Data
Research Interests
- Test for High Frequency Jumps
- Stylist Facts of Jumps
Research output
- 1 Doctoral Thesis
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The impact of intraday periodicity and news announcements on high-frequency stock volatility
Guan, Y., 2021, Lancaster University. 267 p.Research output: Thesis › Doctoral Thesis
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