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Exceptional family of elements for generalized variational inequalities
Liu, Zhi; He, Yiran - In: Journal of global optimization : an international … 48 (2010) 3, pp. 465-472
Persistent link: https://www.econbiz.de/10008706489
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Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent; Liu, Junwei; Liu, Zhi - In: Journal of banking & finance 37 (2013) 5, pp. 1777-1786
Persistent link: https://www.econbiz.de/10010094498
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On the jump activity index for semimartingales
Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi; Mykland, Per - In: Journal of econometrics 166 (2012) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10009816467
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Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-569
Persistent link: https://www.econbiz.de/10009257523