| Estimating the size and number of autophagic bodies by electron microscopy SK Backues, D Chen, J Ruan, Z Xie, DJ Klionsky Autophagy 10 (1), 155-164, 2014 | 64 | 2014 |
| The five trolls under the bridge: Principal component analysis with asynchronous and noisy high frequency data D Chen, PA Mykland, L Zhang Journal of the American Statistical Association 115 (532), 1960-1977, 2020 | 34 | 2020 |
| Estimating jump–diffusions using closed-form likelihood expansions C Li, D Chen Journal of Econometrics 195 (1), 51-70, 2016 | 27 | 2016 |
| The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times PA Mykland, L Zhang, D Chen Journal of Econometrics 208 (1), 101-119, 2019 | 19 | 2019 |
| Realized regression with asynchronous and noisy high frequency and high dimensional data D Chen, PA Mykland, L Zhang Journal of Econometrics 239 (2), 105446, 2024 | 7 | 2024 |
| Efficient computation of the likelihood expansions for diffusion models C Li, Y An, D Chen, Q Lin, N Si IIE Transactions 48 (12), 1156-1171, 2016 | 5 | 2016 |
| Asymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests D Chen, L Feng arXiv preprint arXiv:2204.08628, 2022 | 4 | 2022 |
| High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times D Chen Journal of Econometrics 240 (1), 105701, 2024 | 3 | 2024 |
| Rank Based Tests for High Dimensional White Noise D Chen, L Feng arXiv preprint arXiv:2204.08402, 2022 | 3 | 2022 |
| Change Point Detection in Beta Process with High Frequency Data D Chen, L Feng Available at SSRN, 2023 | 2 | 2023 |
| High Dimensional Beta Test with High Frequency Data D Chen, L Feng, PA Mykland, L Zhang Available at SSRN 4139323, 2022 | 2 | 2022 |
| The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models D Chen, C Li, CY Tang, J Yan Journal of Business & Economic Statistics, 1-15, 2023 | 1 | 2023 |
| High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times D Chen, H Chen, L Feng, S Xie Microstructure Noise and Asynchronous Observation Times (April 16, 2023), 2023 | 1 | 2023 |
| Principal Component Analysis and Realized Regression with Asynchronous and Noisy High Frequency Data D Chen University of Illinois at Chicago, 2019 | 1 | 2019 |
| Estimating Leverage Effect and Volatility of Volatility in the Presence of Jumps, Microstructure Noise and Irregular Observation Times D Chen, Y Li, C Dan Wang Microstructure Noise and Irregular Observation Times (November 7, 2023), 2023 | | 2023 |
| High Frequency Factor Analysis with Partially Observable Factors D Chen, S Xie Available at SSRN 4539005, 2023 | | 2023 |
| Supplement to “The Five Trolls under the Bridge: Principal Component Analysis with Asynchronous and Noisy High Frequency Data” by Dachuan Chen, Per A. Mykland, and Lan Zhang … D Chen | | |
