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~person:"Liu, Zhi"
~subject:"Estimation"
~subject:"Market microstructure"
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Liu, Zhi
Hautsch, Nikolaus
12
Podolskij, Mark
11
Li, Yingying
9
Jeanne, Olivier
8
Li, Z. Merrick
8
Meddahi, Nour
8
Hounyo, Ulrich
7
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Gonçalves, Sílvia
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6
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5
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4
Bandi, Federico M.
4
Bannouh, Karim
4
Beine, Michel
4
Clinet, Simon
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Forni, Mario
4
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4
Jacod, Jean
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Linton, Oliver
4
Lippi, Marco
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Lunde, Asger
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Oomen, Roel C. A.
4
Sala, Luca
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Zhang, Zhiyuan
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4
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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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ECONIS (ZBW)
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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
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