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~person:"Liu, Zhi"
~subject:"Analysis of variance"
~subject:"High-frequency data"
~subject:"Kapitaleinkommen"
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Analysis of variance
High-frequency data
Kapitaleinkommen
Noise Trading
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5
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4
Estimation theory
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Liu, Zhi
Hautsch, Nikolaus
7
Hounyo, Ulrich
7
Meddahi, Nour
7
Gonçalves, Sílvia
6
Lorenzoni, Guido
6
Pavan, Alessandro
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Hess, Dieter
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Podolskij, Mark
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Veredas, David
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Cartea, Álvaro
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Christensen, Kim
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Yu, Jialin
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3
Alfarano, Simone
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Andersen, Torben
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Angeletos, George-Marios
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Angeletos, Marios
3
Aït-Sahalia, Yacine
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Bandi, Federico M.
3
Boudoukh, Jacob
3
Chirinko, Robert S.
3
Foad, Hisham
3
Foucault, Thierry
3
Gil-Alaña, Luis A.
3
Li, Yingying
3
Lux, Thomas
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Oomen, Roel C. A.
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Richardson, Matthew
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Russell, Jeffrey R.
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Shen, YuQing
3
Sraer, David
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Whitelaw, Robert F.
3
Bannouh, Karim
2
Białkowski, Je̜drzej
2
Bohl, Martin T.
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Finance and stochastics
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Journal of econometrics
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Journal of the American Statistical Association : JASA
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Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
3
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
4
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
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