Christina Dan Wang

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Christina Dan Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jean Jacod
  2. Mark Podolskij
  3. Per Aslak Mykland
  4. Lan Zhang
  5. Yingying Li
  6. Ole E. Barndorff-Nielsen
  7. Mathias Vetter
  8. Cecilia Mancini

Who trusts Christina Dan Wang overall

  1. Mathias Vetter

Papers from Christina Dan Wang's perspective

Ordered by how strongly the researchers Christina Dan Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
  2. Applied Linear Regression (Technometrics)
  3. Separating Microstructure Noise from Volatility
  4. Power and bipower variation with stochastic volatility and jumps
  5. An Introduc-tion to High-Frequency Finance
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. On covariance estimation of non-synchronously observed diffusion processes
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Intraday periodicity and volatility persistence in financial markets
  10. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise

Their papers