Wen Cao

New York University (NYU) - Leonard N. Stern School of Business

44 West 4th Street

New York, NY NY 10012

United States

SCHOLARLY PAPERS

2

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43

CITATIONS

0

Scholarly Papers (2)

1.

Drift in Transcation-Level Asset Price Models

NYU Working Paper No. 2451/31652
Number of pages: 16 Posted: 22 Nov 2012
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and Université d'Évry
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Abstract:

2.

Drift in Transaction‐Level Asset Price Models

Journal of Time Series Analysis, Vol. 38, Issue 5, pp. 769-790, 2017
Number of pages: 22 Posted: 21 Aug 2017
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and Université d'Évry
Downloads 0 (568,467)
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Abstract:

Growth rates, heavy tails, long memory, subsampling, durations