JASA Mar 10, 2026

Staleness Factors and Volatility Estimation at High Frequencies

Authors
Xinbing Kong Bin Wu Wuyi Ye
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2634436
  • Published:
    March 10, 2026
  • Added to Tracker:
    Mar 12, 2026
Author Details
Xinbing Kong
Author
Bin Wu
Author
Wuyi Ye
Author
Citation Information
APA Format
Xinbing Kong , Bin Wu & Wuyi Ye (2026) . Staleness Factors and Volatility Estimation at High Frequencies. Journal of the American Statistical Association , 10.1080/01621459.2026.2634436.
BibTeX Format
@article{paper1027,
  title = { Staleness Factors and Volatility Estimation at High Frequencies },
  author = { Xinbing Kong and Bin Wu and Wuyi Ye },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2634436 },
  url = { https://doi.org/10.1080/01621459.2026.2634436 }
}
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