Lan Zhang
Title
Cited by
Cited by
Year
A tale of two time scales: Determining integrated volatility with noisy high-frequency data
L Zhang, PA Mykland, Y At-Sahalia
Journal of the American Statistical Association 100 (472), 1394-1411, 2005
20632005
How often to sample a continuous-time process in the presence of market microstructure noise
Y Ait-Sahalia, PA Mykland, L Zhang
The review of financial studies 18 (2), 351-416, 2005
10612005
Delay or probability discounting in a model of impulsive behavior: effect of alcohol
JB Richards, L Zhang, SH Mitchell, H De Wit
Journal of the experimental analysis of behavior 71 (2), 121-143, 1999
8581999
Efficient estimation of stochastic volatility using noisy observations: A multi-scale approach
L Zhang
Bernoulli 12 (6), 1019-1043, 2006
6292006
Ultra high frequency volatility estimation with dependent microstructure noise
Y At-Sahalia, PA Mykland, L Zhang
Journal of Econometrics 160 (1), 160-175, 2011
479*2011
Ultra high frequency volatility estimation with dependent microstructure noise
Y At-Sahalia, PA Mykland, L Zhang
Journal of Econometrics 160 (1), 160-175, 2011
4072011
Ultra high frequency volatility estimation with dependent microstructure noise
Y At-Sahalia, PA Mykland, L Zhang
Journal of Econometrics 160 (1), 160-175, 2011
4072011
Estimating covariation: Epps effect, microstructure noise
L Zhang
Journal of Econometrics 160 (1), 33-47, 2011
3922011
Severe surface ozone pollution in China: a global perspective
X Lu, J Hong, L Zhang, OR Cooper, MG Schultz, X Xu, T Wang, M Gao, ...
Environmental Science & Technology Letters 5 (8), 487-494, 2018
2512018
ANOVA for diffusions and Ito processes
PA Mykland, L Zhang
The Annals of Statistics 34 (4), 1931-1963, 2006
2372006
Trends in the vertical distribution of ozone: A comparison of two analyses of ozonesonde data
JA Logan, IA Megretskaia, AJ Miller, GC Tiao, D Choi, L Zhang, ...
Journal of Geophysical Research: Atmospheres 104 (D21), 26373-26399, 1999
2271999
Inference for continuous semimartingales observed at high frequency
PA Mykland, L Zhang
Econometrica 77 (5), 1403-1445, 2009
1882009
The econometrics of high frequency data
PA Mykland, L Zhang
Statistical methods for stochastic differential equations 124, 109, 2012
942012
The econometrics of high frequency data
PA Mykland, L Zhang
Statistical methods for stochastic differential equations 124, 109, 2012
942012
Edgeworth expansions for realized volatility and related estimators
L Zhang, PA Mykland, Y At-Sahalia
Journal of Econometrics 160 (1), 190-203, 2011
822011
Edgeworth expansions for realized volatility and related estimators
L Zhang, PA Mykland, Y At-Sahalia
Journal of Econometrics 160 (1), 190-203, 2011
822011
Edgeworth expansions for realized volatility and related estimators
L Zhang, PA Mykland, Y At-Sahalia
Journal of Econometrics 160 (1), 190-203, 2011
822011
Ozone‐CO correlations determined by the TES satellite instrument in continental outflow regions
L Zhang, DJ Jacob, KW Bowman, JA Logan, S Turquety, RC Hudman, ...
Geophysical Research Letters 33 (18), 2006
802006
Anthropogenic emissions in Nigeria and implications for atmospheric ozone pollution: A view from space
EA Marais, DJ Jacob, K Wecht, C Lerot, L Zhang, K Yu, TP Kurosu, ...
Atmospheric Environment 99, 32-40, 2014
742014
Realized volatility when sampling times are possibly endogenous
Y Li, PA Mykland, E Renault, L Zhang, X Zheng
Econometric Theory 30 (3), 580-605, 2014
732014
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Articles 1–20