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~subject:"Schätztheorie"
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Schätztheorie
China
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Liu, Zhi
8
Jing, Bingyi
4
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3
Liu, Qiang
3
Liu, Zhiyuan
2
Chen, Jingxu
1
Gu, Ziyuan
1
Huo, Jinbiao
1
Kong, Xin-Bing
1
Li, Yifan
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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ECONIS (ZBW)
10
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1
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:
2
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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:
7
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
8
Simulation-based dynamic origin-destination matrix estimation on freeways : a Bayesian optimization approach
Huo, Jinbiao
;
Liu, Chengqi
;
Chen, Jingxu
;
Meng, Qiang
; …
- In:
Transportation research / E : an international journal
173
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014302197
Saved in:
9
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
10
Simulation-based robust and adaptive optimization method for heteroscedastic transportation problems
Gu, Ziyuan
;
Li, Yifan
;
Saberi, Meead
;
Liu, Zhiyuan
- In:
Transportation science
58
(
2024
)
4
,
pp. 860-875
Persistent link: https://www.econbiz.de/10014636747
Saved in:
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