UM

Browse/Search Results:  1-7 of 7 Help

Selected(0)Clear Items/Page:    Sort:
Chemical characteristics of brown carbon in atmospheric particles at a suburban site near Guangzhou, China Journal article
ATMOSPHERIC CHEMISTRY AND PHYSICS, 2018,Volume: 18,Issue: 22,Page: 16409-16418
Authors:  Qin, Yi Ming;  Tan, Hao Bo;  Li, Yong Jie;  Li, Zhu Jie;  Schurman, Misha I.;  Liu, Li;  Wu, Cheng;  Chan, Chak K.
Favorite  |  View/Download:18/0  |  Submit date:2019/01/17
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite  |  View/Download:11/0  |  Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Particulate matter (PM) episodes at a suburban site in Hong Kong: Evolution of PM characteristics and role of photochemistry in secondary aerosol formation Journal article
Atmospheric Chemistry and Physics, 2016,Volume: 16,Issue: 22,Page: 14131-14145
Authors:  Qin,Yi Ming;  Li,Yong Jie;  Wang,Hao;  Lee,Berto Paul Yok Long;  Huang,Dan Dan;  Chan,Chak Keung
Favorite  |  View/Download:6/0  |  Submit date:2019/05/21
Estimating integrated co-volatility with partially miss-ordered high frequency data Journal article
Statistical Inference for Stochastic Processes, 2016,Volume: 19,Issue: 2,Page: 175-197
Authors:  Liu Z.
Favorite  |  View/Download:6/0  |  Submit date:2019/02/14
Central Limit Theorem  Diffusion Model  High Frequency Data  Multiple Transactions  Stable Convergence  
On estimating the integrated co-volatility using noisy high-frequency data with jumps Journal article
Communications in Statistics - Theory and Methods, 2013,Volume: 42,Issue: 21,Page: 3889-3901
Authors:  Jing B.-Y.;  Li C.-X.;  Liu Z.
Favorite  |  View/Download:3/0  |  Submit date:2019/02/14
Central Limit Theorem  Co-volatility  High-frequency Data  Ito Semi-martingale  Jumps  Microstructure Noise  
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility Journal article
Journal of Banking and Finance, 2013,Volume: 37,Issue: 5,Page: 1777-1786
Authors:  Wang K.;  Liu J.;  Liu Z.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading  
CE and CEC analysis of phytochemicals in herbal medicines Journal article
ELECTROPHORESIS, 2012,Volume: 33,Issue: 1,Page: 168-179
Authors:  Chen, XJ (Chen, Xiao-jia);  Zhao, J (Zhao, Jing);  Wang, YT (Wang, Yi-tao);  Huang, LQ (Huang, Lu-qi);  Li, SP (Li, Shao-ping)
View  |  Adobe PDF(257Kb)  |  Favorite  |  View/Download:353/21  |  Submit date:2018/11/01
Capillary-zone-electrophoresis  Icellar Electrokinetic Chromatography  Rformance Liquid-chromatography  Flight-mass-spectrometry  Induced Fluorescence Detection  Traditional Chinese Medicine  Amplified Sample Injection  Rhizoma-smilacis-glabrae  Esi-tof-ms  Contactless Conductivity Detection