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Weijia Peng · Study

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Weijia Peng

1 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0002-7966-3442

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Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps2019 · 15 citations

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Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps

Handbook of statistics·2019·3 authors·chapter

15citations