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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  
Asymptotic properties of the realized skewness and related statistics Journal article
Annals of the Institute of Statistical Mathematics, 2018
Authors:  Yuta Koike;  Zhi Liu
Favorite  |  View/Download:4/0  |  Submit date:2019/06/10
High-frequency Data  Realized Skewness  Stochastic Sampling  Itô Semimartingale  Jumps  Microstructure Noise  
Estimation of spot volatility with superposed noisy data Journal article
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018,Volume: 44,Page: 62-79
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi;  Wang, Li
Favorite  |  View/Download:21/0  |  Submit date:2018/10/30
High Frequency Financial Data  Spot Volatility  Range-based Estimation  Kernel Estimate  Multiple Records  Microstructure Noise  Central Limit Theorem  
Factors contributing to hospitalization costs for patients with COPD in China: a retrospective analysis of medical record data Journal article
INTERNATIONAL JOURNAL OF CHRONIC OBSTRUCTIVE PULMONARY DISEASE, 2018,Volume: 13,Page: 3349-3357
Authors:  Li, Meng;  Wang, Fengyan;  Chen, Rongchang;  Liang, Zhenyu;  Zhou, Yumin;  Yang, Yuqiong;  Chen, Shengqi;  Ung, Carolina Oi Lam;  Hu, Hao
View  |  Adobe PDF(408Kb)  |  Favorite  |  View/Download:359/11  |  Submit date:2018/10/30
Copd  Economic Burden  Hospitalization Costs  Medical Cost  Multivariate Regression  
Simultaneous determination of components with wide polarity and content ranges in Cistanche tubulosa using serially coupled reverse phase-hydrophilic interaction chromatography-tandem mass spectrometry Journal article
JOURNAL OF CHROMATOGRAPHY A, 2017,Volume: 1501,Page: 39-50
Authors:  Yan, Yu;  Song, Qingqing;  Chen, Xiaojia;  Li, Jun;  Li, Peng;  Wang, Yitao;  Liu, Tongxiang;  Song, Yuelin;  Tu, Pengfei
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Cistanche Tubulosa  Wide Polarity Span  Upper Limit Of Quantitation  Serially Coupled Reverse Phase-hydrophilic  Interaction Chromatography  Simultaneous Determination  
ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS Journal article
ECONOMETRIC THEORY, 2017,Volume: 33,Issue: 2,Page: 331-365
Authors:  Jing, Bing-Yi;  Liu, Zhi;  Kong, Xin-Bing
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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.
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Central Limit Theorem  Diffusion Model  High Frequency Data  Multiple Transactions  Stable Convergence  
Testing for pure-jump processes for high-frequency data Journal article
Annals of Statistics, 2015,Volume: 43,Issue: 2,Page: 847
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite  |  View/Download:3/0  |  Submit date:2018/10/30
Integrated volatility  Itô semimartingale  Pure-jump process  Realized characteristic function  
Multi-Target Drugs: The Trend of Drug Research and Development Journal article
PLOS ONE, 2012,Volume: 7,Issue: 6,Page: 30-46
Authors:  Lu, JJ (Lu, Jin-Jian);  Pan, W (Pan, Wei);  Hu, YJ (Hu, Yuan-Jia);  Wang, YT (Wang, Yi-Tao
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Cancer-therapy  Alzheimers-disease  Parkinsons-disease  Attractive Target  Natural-products  b Inhibitors  Discovery  Atherosclerosis  Acetylcholinesterase  Proliferation  
Modeling high-frequency financial data by pure jump processes Journal article
Annals of Statistics, 2012,Volume: 40,Issue: 2,Page: 759-784
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.
Favorite  |  View/Download:5/0  |  Submit date:2019/02/14
Diffusion  High-frequency Data  Hypothesis Testing  Pure Jump Process  Semi-martingales