1
H index
0
i10 index
5
Citations
University of Sydney | 1 H index 0 i10 index 5 Citations RESEARCH PRODUCTION: 2 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ye Lu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Sydney, School of Economics | 3 |
Year ![]() | Title of citing document ![]() |
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2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Bootstrap Inference for Hawkes and General Point Processes In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Bootstrap inference for Hawkes and general point processes.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Estimation of longrun variance of continuous time stochastic process using discrete sample In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2020 | Testing for Stationarity at High Frequency In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Testing for Stationarity at High Frequency.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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