Lan Zhang

Proteomic Profiling: Data Mining and Analyses

Wei Zhu, Yong Zeng, Hong-Wen Deng, 2016 .

Inference for volatility-type objects and implications for hedging

Lan Zhang, Per A. Mykland, P. Mykland, 2008 .

Inference for Continuous Semimartingales Observed at High Frequency

Lan Zhang, Per A. Mykland, P. Mykland, 2009 .

Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance

Lan Zhang, P. Mykland, Lan Zhang, 2016 .

The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data

Lan Zhang, P. Mykland, Lan Zhang, 2018, Journal of the American Statistical Association.

Implied and realized volatility: empirical model selection

Lan Zhang, Lan Zhang, 2012 .

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data

Lan Zhang, Per A. Mykland, Yacine Aït-Sahalia, 2003 .

The Double Gaussian Approximation for High Frequency Data

Lan Zhang, Per A. Mykland, P. Mykland, 2011 .