Items where Author is "Zhao, Xiaolu"
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Nolte, Ingmar and Taylor, Stephen John and Zhao, Xiaolu (2018) High-frequency Covariance Matrix Estimation Using Price Durations. Working Paper. UNSPECIFIED.
Zhao, Xiaolu and Taylor, Stephen and Nolte, Ingmar (2017) Essays on financial econometrics : variance and covariance estimation using price durations. PhD thesis, Lancaster University.
Zhao, Xiaolu and Taylor, Stephen John and Nolte, Ingmar (2016) More accurate volatility estimation and forecasts using price durations. Working Paper. UNSPECIFIED.