Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026, China
Online:2020-12-30
Published:2021-03-04
Contact:
Chen Yu received her Ph. D. degree in probability and statistics from University of Science and Technology of China in 2006. She is an associate professor of Department of Statistics and Finance, School of Management, University of Science and Technology of China. Her research interests include network risk analysis, extreme value theory, and high-frequency data analysis.
About author:Tang Li received his master degree from University of Science and Technology of China in 2020. His research interests focus on risk management.
Supported by:
The work is supported by the National Key Research and Development Plan (2016YFC0800100), the NNSF of China (71771203).
TANG Li, CHEN Yu∗ . Lp quantile regression with realized measure
[J]. Journal of University of Science and Technology of China, 2020, 50(12): 1478-1487.