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Analysis and Design of Multiple-Antenna Cognitive Radios with Multiple Primary User Signals Journal article
IEEE Transactions on Signal Processing, 2015,Volume: 63,Issue: 18,Page: 4925-4939
Authors:  Morales-Jimenez D.;  Louie R.H.Y.;  McKay M.R.;  Chen Y.
Favorite |  | TC[WOS]:11 TC[Scopus]:11 | Submit date:2019/02/12
Cognitive Radio  Generalized Maximum Likelihood Ratio Test  Signal Detection  Spectrum Sensing  Sphericity Test  
On the Estimation of Integrated Volatility With Jumps and Microstructure Noise Journal article
Journal of Business and Economic Statistics, 2014,Volume: 32,Issue: 3,Page: 457-467
Authors:  Jing B.-Y.;  Liu Z.;  Kong X.-B.
Favorite |  | TC[WOS]:21 TC[Scopus]:25 | Submit date:2019/02/14
Central Limit Theorem  High Frequency Data  Quadratic Variation  Semimartingale  
Evaluating the hedging error in price processes with jumps present Journal article
Statistics and its Interface, 2013,Volume: 6,Issue: 4,Page: 413-425
Authors:  Jing B.Y.;  Kong X.B.;  Liu Z.;  Zhang B.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/14
Hedging Strategy  Jump Diffusion  Quadratic Variation  Realized Bipower Variation  Thresholdvariation  Variation Of Time  Volatility  
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 |  | TC[WOS]:2 TC[Scopus]:3 | 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 |  | TC[WOS]:7 TC[Scopus]:9 | Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading