Items where Author is "Hong, Seok Young"

Hong, Seok Young and Nolte, Ingmar and Taylor, Stephen and Zhao, Vera (2023) Volatility Estimation and Forecasts Based on Price Durations. Journal of Financial Econometrics, 21 (1). pp. 106-144. ISSN 1479-8409

Hong, Seok Young and Linton, Oliver (2020) Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. Journal of Econometrics, 219 (2). pp. 389-424. ISSN 0304-4076

Hong, Seok Young and Linton, Oliver and Zhang, Hui Jun (2017) An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability. Journal of Financial Econometrics, 15 (2). pp. 173-222. ISSN 1479-8409

Hong, Seok Young and Lifshits, Mikhail and Nazarov, Alexander (2016) Small Deviations in L2-norm for Gaussian Dependent Sequences. Electronic Communications in Probability, 21 (41). pp. 1-9. ISSN 1083-589X

Park, Sujin and Hong, Seok Young and Linton, Oliver (2015) Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error. Journal of Econometrics, 191 (2). pp. 325-347. ISSN 0304-4076