Lan Zhang

Latest Institution: Carnegie Mellon University

All Institutions: Carnegie Mellon University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-Frequency Data

Year: 2003
Journal: No Journal Matched
Authors: Lan Zhang; Per A. Mykland; Yacine Aït-Sahalia

Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

Year: 2005
Journal: Journal of Econometrics
Authors: Yacine Atsahalia; Per A. Mykland; Lan Zhang


Author Disambiguation

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