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Endogenous neighborhood effects on welfare participation

Shang, Qingyan - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 639-667

Persistent link: https://www.econbiz.de/10010391113

Productivity Growth and Firm Ownership : An Analytical and Empirical Investigation

Ehrlich, Isaac; Gallais-Hamonno, Georges; Liu, Zhiqiang; … - 2007

We focus on the effect of state versus private ownership on the rates of firm-specific productivity growth and cost decline by developing a model of endogenous, firm-specific productivity growth and testing its implications against panel data on 23 international airlines of varying levels of...

Persistent link: https://www.econbiz.de/10014053023

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

On the weighting of the mean-absolute-deviation cost minimization model

Wang, S.; Meng, Qiang; Liu, Zhiyuan - In: Journal of the Operational Research Society : OR 64 (2013) 4, pp. 622-628

Persistent link: https://www.econbiz.de/10009728676

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/10009729461

Counterparty choice in the UK credit default swap market : an empirical matching approach

Ferrara, Gerardo; Kim, Jun Sung; Koo, Bonsoo; Liu, Zijun - In: Economic modelling 94 (2021), pp. 58-74

Persistent link: https://www.econbiz.de/10012694709

Estimating volatility functionals with multiple transactions

Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Econometric theory 33 (2017) 2, pp. 331-365

Persistent link: https://www.econbiz.de/10011665349

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

Estimation of spot volatility with superposed noisy data

Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79

Persistent link: https://www.econbiz.de/10012036296

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