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Archive@NYU >
Browsing by Author "Wang, Yi"
Showing results 1 to 7 of 7
| Thumbnail | Number | Issue Date | Title | Author(s) | | SOR-2006-4 | 4-Dec-2006 | A Pure-Jump Transaction-Level Price Model Yielding Cointegration,
Leverage, and Nonsynchronous Trading Effects | Hurvich, Clifford M.; Wang, Yi |
| SOR-2009-1 | 7-Jan-2009 | A Pure-Jump Transaction-Level Price Model Yielding Cointegration,
Leverage, and Nonsynchronous Trading Effects | Hurvich, Clifford; Wang, Yi |
| CeDER-09-03 | 2-Jun-2009 | Conditions for the Propagation of Memory Parameter from Durations to
Counts and Realized Volatility | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
| SOR-2007-3 | 16-May-2007 | Conditions for the Propagation of Memory Parameter from Durations to
Counts and Realized Volatility | Deo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
| FIN-04-030 | 12-Nov-2004 | Hypothesis Testing in Predictive Regressions | Amihud, Yakov; Hurvich, Cli®ord M.; Wang, Yi |
| SOR-2009-07; | 11-Dec-2009 | Predictive Regression With Order-p Autoregressive Predictor | Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi |
| SOR-2005-5 | 8-Nov-2005 | Propagation of Memory Parameter from Durations to Counts | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
Showing results 1 to 7 of 7
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