| Estimation of tempered stable Lévy models of infinite variation JE Figueroa-López, R Gong, Y Han Methodology and Computing in Applied Probability 24 (2), 713-747, 2022 | 7 | 2022 |
| Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations BC Boniece, JE Figueroa-López, Y Han Stochastic processes and their applications 176, 104429, 2024 | 3 | 2024 |
| Data-Driven Fixed-Point Tuning for Truncated Realized Variations BC Boniece, JE Figueroa-López, Y Han arXiv preprint arXiv:2311.00905, 2023 | | 2023 |
| Data-Driven Fixed-Point Tuning for Truncated Realized Variations B Cooper Boniece, JE Figueroa-López, Y Han arXiv e-prints, arXiv: 2311.00905, 2023 | | 2023 |
| Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations B Cooper Boniece, JE Figueroa-López, Y Han arXiv e-prints, arXiv: 2209.10128, 2022 | | 2022 |
| Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation BC Boniece, JE Figueroa-López, Y Han arXiv preprint arXiv:2202.00877, 2022 | | 2022 |
| Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation B Cooper Boniece, JE Figueroa-López, Y Han arXiv e-prints, arXiv: 2202.00877, 2022 | | 2022 |
| Truncated Realized Variations of Lévy Models: Optimality, Debiasing, and Implementation Approaches Y Han Washington University in St. Louis, 2022 | | 2022 |
