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Browsing by Author Wang, Yi

Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)
16-May-2007Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
2-Jun-2009Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
12-Nov-2004Hypothesis Testing in Predictive RegressionsAmihud, Yakov; Hurvich, Cli®ord M.; Wang, Yi
11-Dec-2009Predictive Regression With Order-p Autoregressive PredictorAmihud, Yakov; Hurvich, Clifford M.; Wang, Yi
Feb-2026Productive Aging Shapes Economic, Health, and Social OutcomesGonzales, Ernest; Lee, Yeonjung Jane; Whetung, Cliff; Wang, Yi
8-Nov-2005Propagation of Memory Parameter from Durations to CountsDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
7-Jan-2009A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading EffectsHurvich, Clifford; Wang, Yi
4-Dec-2006A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading EffectsHurvich, Clifford M.; Wang, Yi
Showing results 1 to 8 of 8