Authors: Feng, Runhuan^{Aff1, IDs11009022099621_cor1}, Figueroa-López, José E., Guo, Junyi, Lefèvre, Claude

Superior Title: Methodology and Computing in Applied Probability. 24(2):475-479

Authors: Figueroa-López, José E.^{Aff1, IDs11009022099407_cor1}, Gong, Ruoting, Han, Yuchen

Superior Title: Methodology and Computing in Applied Probability. 24(2):713-747

Authors: Figueroa-López, José E.¹ (AUTHOR) figueroa-lopez@wustl.edu, Wu, Bei¹ (AUTHOR)

Superior Title: Econometric Theory. Jun2024, Vol. 40 Issue 3, p558-607. 50p.

Subject Terms: CENTRAL limit theorem, KERNEL functions, NOISE, MICROSTRUCTURE

Authors: Boniece, B. Cooper, Figueroa-López, José E., Han, Yuchen

Subject Terms: Statistics Theory math.ST, Econometrics econ.EM, FOS Mathematics, FOS Economics and business

Availability: https://doi.org/10.48550/arxiv.2311.00905
https://arxiv.org/abs/2311.00905

Authors: Boniece, B. Cooper, Figueroa-López, José E., Han, Yuchen

Subject Terms: Economics - Econometrics, Mathematics - Statistics Theory, Quantitative Finance - Statistical Finance

Relation: http://arxiv.org/abs/2209.10128

Availability: http://arxiv.org/abs/2209.10128

Authors: Boniece, B. Cooper, Figueroa-López, José E., Han, Yuchen

Subject Terms: Economics - Econometrics, Quantitative Finance - Statistical Finance, Statistics - Other Statistics

Relation: http://arxiv.org/abs/2202.00877

Availability: http://arxiv.org/abs/2202.00877

Authors: Figueroa-López, José E., Li, Cheng

Superior Title: In Stochastic Processes and their Applications August 2020 130(8):4693-4720

Authors: Figueroa-López, José E.^Aff1, Li, Cheng, Nisen, Jeffrey

Superior Title: Statistical Inference for Stochastic Processes: An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 23(3):517-552

Authors: Figueroa-López, José E., Ólafsson, Sveinn

Superior Title: The Annals of Applied Probability, 2019 Apr 01. 29(2), 717-738.

Access URL: https://www.jstor.org/stable/26581803

Authors: Figueroa-López, José E.^Aff1, Nisen, Jeffrey^Aff2

Superior Title: Statistical Inference for Stochastic Processes: An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 22(3):431-474

Authors: Figueroa-López, José E., Mancini, Cecilia

Superior Title: In Journal of Econometrics January 2019 208(1):179-210

Authors: Capponi, Agostino, Figueroa-López, José E., Yu, Chuyi

Subject Terms: Quantitative Finance - Trading and Market Microstructure

Relation: http://arxiv.org/abs/2101.03086

Availability: http://arxiv.org/abs/2101.03086

Authors: Figueroa-López, José E., Gong, Ruoting, Han, Yuchen

Subject Terms: Economics - Econometrics, Quantitative Finance - Statistical Finance, Statistics - Methodology

Relation: http://arxiv.org/abs/2101.00565

Availability: http://arxiv.org/abs/2101.00565

Authors: Figueroa-López, José E., Luo, Yankeng

Superior Title: In Stochastic Processes and their Applications December 2018 128(12):4207-4245

Authors: Figueroa-López, José E., Lee, Kiseop

Superior Title: In Journal of Statistical Planning and Inference October 2017 189:16-37

Authors: Chávez-Casillas, Jonathan A., Figueroa-López, José E.

Superior Title: In Stochastic Processes and their Applications August 2017 127(8):2447-2481

Authors: Figueroa-López, José E., Wu, Bei

Subject Terms: Economics - Econometrics, Mathematics - Statistics Theory, Quantitative Finance - Statistical Finance

Relation: http://arxiv.org/abs/2004.01865

Availability: http://arxiv.org/abs/2004.01865

Authors: Wang, Qi, Figueroa-López, José E., Kuffner, Todd

Subject Terms: Mathematics - Statistics Theory, Economics - Econometrics, Quantitative Finance - Statistical Finance

Relation: http://arxiv.org/abs/1909.04853

Availability: http://arxiv.org/abs/1909.04853

Authors: Figueroa-López, José E., Ólafsson, Sveinn

Superior Title: Finance and Stochastics. October 2016 20(4):973-1020

Authors: FIGUEROA-LÓPEZ, JOSÉ E., LUO, YANKENG, OUYANG, CHENG

Superior Title: Bernoulli, 2014 Aug 01. 20(3), 1165-1209.

Access URL: http://dx.doi.org/10.3150/13-BEJ518