Narrow search
Showing 11 - 20 of 129
Cover Image
Adjustment of the stamp duty on stock transactions and its effect on the Chinese stock market
Peng, Zhe; Tang, Qiming; Wang, Kent - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10010402584
Cover Image
Predictability of time-varying jump premiums : evidence based on calibration
Wang, Kent; Guo, Yuqiang - In: Australian journal of management 39 (2014) 3, pp. 369-394
Persistent link: https://www.econbiz.de/10010422038
Cover Image
A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Huang, Henry H.; Wang, Kent; Wang, Zhanglong - In: Journal of banking & finance 64 (2016), pp. 52-70
Persistent link: https://www.econbiz.de/10011634259
Cover Image
A state-price volatility index for China's stock market
O'Neill, Michael J.; Wang, Kent; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing; Liu, Zhi; Zhou, Wang - In: Journal of econometrics 211 (2019) 2, pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Cover Image
Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu; Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: The econometrics journal 20 (2017) 1, pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
Cover Image
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