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Huiling YUAN
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Research Associate
MSc (Shandong University of Science & Technology); PhD (Shanghai University of Finance & Economics)
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Office | : |
Rm 202, Run Run Shaw Building |
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Email | : |
huilyuan@hku.hk |
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Phone | : |
(852) 3917-8155 |
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Fax | : |
(852) 2858-9041 |
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High-frequency financial statistics, High-dimensional time series, Both low and high frequency data analysis, Network data analysis
Yuan, H. L., Mu, Y. and Zhou, Y.. Leverage Effect in High-Frequency Data with Market
Microstructure. Statistics and Its Interface, 2020, 13, 91-101. Song, X. Y., Kim, D., Yuan, H. L., Cui, X. Y., Lu, Z. P., Zhou, Y. and Wang, Y. Z.. Volatility Analysis with Realized GARCH-Ito Models. Journal of Econometrics, 2020, DOI: 10.1016/j.jeconom.2020.07.007.
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