Publications

These publications reflect my technical research training and support the analytical rigor behind my broader professional profile. My current research focuses on high-frequency financial data and statistical inference.

  1. Ma, T. T. and Chan, K. W. (2025+).
    Self-normalized Jump Test for High-frequency Data.
    Under review.

  2. Ma, T. T. and Chan, K. W. (2025+).
    Jittered Estimators and Tests of Jumps under Infill Asymptotics.
    Under review.