Park, Sujin

Number of items: 2.
STICERD
  • Park, Sujin, Linton, Oliver (2012). Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise. (Financial Markets Group Discussion Papers 703). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Statistics
  • Park, Sujin (2011). Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series [Doctoral thesis]. London School of Economics and Political Science.