Wenhao Cui

Wenhao Cui

Beihang University - Beijing / China
Economics & Econometrics / Economics
AD Scientific Index ID: 5186618
北京航空航天大学
person_outline Wenhao Cui's MOST POPULAR ARTICLES
1-) Laplace estimator of integrated volatility when sampling times are endogenous Journal of Business & Economic Statistics 40 (2), 651-663, 2022
2-) Nonparametric estimation for high-frequency data incorporating trading information Journal of Econometrics 240 (1), 105690, 2024
3-) Analysing the Market Microstructure Noise: A Nonparametric ApproachW CuiSAGE Publications Ltd, 2025
5-) Challenges in Using High-Frequency Financial Data in Estimating and Forecasting Return Volatility: The Laplace Estimator of VolatilityW CuiSAGE Publications Ltd, 2023