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~person:"Liu, Zhi"
~subject:"Börsenkurs"
~subject:"High-frequency data"
~subject:"Kapitaleinkommen"
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Börsenkurs
High-frequency data
Kapitaleinkommen
Noise Trading
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Volatility
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Volatilität
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Estimation
4
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Liu, Zhi
Hautsch, Nikolaus
14
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8
Lux, Thomas
8
Hounyo, Ulrich
7
Meddahi, Nour
7
Podolskij, Mark
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Kyle, Albert S.
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Li, Yingying
5
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5
Stambaugh, Robert F.
5
Vives, Xavier
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Aït-Sahalia, Yacine
4
Caporale, Guglielmo Maria
4
Cartea, Álvaro
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Clinet, Simon
4
Dimpfl, Thomas
4
Forni, Mario
4
Gambetti, Luca
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Lippi, Marco
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Yu, Jialin
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3
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3
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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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Pacific-Basin finance journal
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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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