• 2377 Citations
  • 26 h-Index
19952020

Research output per year

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Research Output

Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps

Mukherjee, A., Peng, W., Swanson, N. R. & Yang, X., 2020, Handbook of Statistics. Vinod, H. D. & Rao, C. R. (eds.). Elsevier B.V., p. 3-59 57 p. (Handbook of Statistics; vol. 42).

Rutgers, The State University

Research output: Chapter in Book/Report/Conference proceedingChapter

  • Forecast Evaluation

    Cheng, M., Swanson, N. R. & Yao, C., Jan 1 2020, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 495-537 43 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

    Rutgers, The State University

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Open Access
  • Fixed and long time span jump tests: New monte carlo and empirical evidence

    Cheng, M. & Swanson, N. R., Mar 2019, In : Econometrics. 7, 1, 13.

    Rutgers, The State University

    Research output: Contribution to journalArticle

    Open Access
  • Press / Media

    Obituaries

    Norman Swanson

    3/17/11

    2 items of Media coverage

    Rutgers, The State University

    Press/Media: Press / Media