Researh Fields: Econometrics, Machine Learning, Functional Data Analysis
Refereed Journal Publications
Jasiak, J., & Zhong, C. (2024). Intraday and daily dynamics of cryptocurrency. International Review of Economics & Finance, 96, Article 103658. https://doi.org/10.1016/j.iref.2024.103658
Working Paper
"Intraday Functional PCA Forecasting of Cryptocurrency Returns" (with Joann Jasiak)