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Estimating the integrated volatility using high-frequency data with zero durations Journal article
JOURNAL OF ECONOMETRICS, 2018,Volume: 204,Issue: 1,Page: 18-32
Authors:  Liu, Zhi;  Kong, Xin-Bing;  Jing, Bing-Yi
Favorite  |  View/Download:22/0  |  Submit date:2018/10/30
Ito Semimartingale  High Frequency Data  Multiple Transactions  Realized Power Variations  Microstructure Noise  Central Limit Theorem  
A fifth-order 20-MHz transistorized-LC-ladder LPF with 58.2-dB SFDR, 68-μW/Pole/MHz efficiency, and 0.13-mm2 die size in 90-nm CMOS Journal article
IEEE Transactions on Circuits and Systems II: Express Briefs, 2013,Volume: 60,Issue: 1,Page: 11-15
Authors:  Chen Y.;  Mak P.-I.;  Zhang L.;  Qian H.;  Wang Y.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/12
Active Inductor  Cmos  Continuous Time  Floating Differential Active Inductor (Fdai)  Low-pass Filter (Lpf)  Source Follower (Sf)