Jian Zou
3 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-7023-7949
Department of Mathmatical Sciences, Worcester Polytechnic Institute
Publications
- Latent level correlation modeling of multivariate discrete-valued financial time series — The Annals of Applied Statistics 2024
- Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches — Journal of the American Statistical Association 2011
- Vast volatility matrix estimation for high-frequency financial data — The Annals of Statistics 2010