Yang Zu

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 24 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yang Zu trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Lan Zhang
  3. Per Aslak Mykland
  4. D. Xiu
  5. Vivek Bhattacharya
  6. Dennis Kristensen
  7. Bin Zhou
  8. Jean Jacod
  9. Yacine Aït-Sahalia
  10. Mark Podolskij

Papers from Yang Zu's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Separating Microstructure Noise from Volatility
  4. Realized Variance and Market Microstructure Noise
  5. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  6. The Distribution of Realized Exchange Rate Volatility
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. Testing for Jumps in a Discretely Observed Process
  9. Power and bipower variation with stochastic volatility and jumps
  10. Quasi-maximum likelihood estimation of volatility with high frequency data

Their papers