Wang Li

University of Macau

P.O. Box 3001

Macau

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Inference on the Integrated Volatility with Multiple Records by Using Range

Posted: 25 Aug 2016
Yiqi Liu, Yiqi Liu, Wang Li and Zhi Liu
University of MacauUniversity of Macau, University of Macau and University of Macau

Abstract:

Loading...

Integrated volatility; High-frequency data; Multiple records; Range-based estimation