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Dive into the research topics where Wenhao Cui is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 5 Article
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Reprint of: Nonparametric estimation for high-frequency data incorporating trading information
Cui, W., Hu, J. & Wang, J., Mar 2026, In: Journal of Econometrics. 254, 106202.Research output: Contribution to journal › Article › peer-review
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Smoothing Spline Semi-Parametric Non-Gaussian Structural Vector Autoregressive Models
Cui, W., 2025, (Accepted/In press) In: Journal of Time Series Analysis.Research output: Contribution to journal › Article › peer-review
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Nonparametric estimation for high-frequency data incorporating trading information
Cui, W., Hu, J. & Wang, J., Mar 2024, In: Journal of Econometrics. 240, 1, 105690.Research output: Contribution to journal › Article › peer-review
2 Link opens in a new tab Scopus citations -
金融资产波动率估计的最优内生抽样方案的设计与应用
Translated title of the contribution :The Optimal Endogenous Sampling Scheme for Financial Asset Volatility Estimation Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Scopus citations -
Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous
Cui, W., 2022, In: Journal of Business and Economic Statistics. 40, 2, p. 651-663 13 p.Research output: Contribution to journal › Article › peer-review
3 Link opens in a new tab Scopus citations