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Jumps at ultra-high frequency: Evidence from the Chinese stock market Journal article
Pacific Basin Finance Journal, 2020
Authors:  Zhang,Chuanhai;  Liu,Zhi;  Liu,Qiang
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/11
Jumps  Market microstructure noise  Pre-averaging  Truncated bi-power variation  Ultra high frequency data  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
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 |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Living Slow and Being Moral: Life History Predicts the Dual Process of Other-Centered Reasoning and Judgments Journal article
Human Nature, 2018,Volume: 29,Issue: 2,Page: 186-209
Authors:  Zhu,Nan;  Hawk,Skyler T.;  Chang,Lei
Adobe PDF | Favorite |  | TC[WOS]:12 TC[Scopus]:13 | Submit date:2019/07/08
Altruism  Dual Process Model Of Morality  Empathy  Life History Strategy  Life History Theory  Morality  Prosociality  Social Competition  Unpredictability  
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
SOFT COMPUTING, 2018,Volume: 23,Issue: 14,Page: 5739-5752
Authors:  Li Wang;  Zhi Liu;  · Xiaochao Xi
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2020/06/03
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise Journal article
Soft Computing, 2018
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/06/10
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Nano-Watt Class Energy-Efficient Capacitive Sensor Interface with On-Chip Temperature Drift Compensation Journal article
IEEE Sensors Journal, 2018,Volume: 18,Issue: 7,Page: 2870-2882
Authors:  Zhang T.-T.;  Law M.-K.;  Mak P.-I.;  Vai M.-I.;  Martins R.P.
Favorite |  | TC[WOS]:5 TC[Scopus]:6 | Submit date:2019/02/11
Capacitive Sensor Interface  Energy Efficiency  High Accuracy  Mismatch Errors  Pressure Sensor  Temperature Compensation  Two-step Incremental-adc  Ultra-low Power  
Realized Laplace Transform of Volatility with Microstructure Noise Journal article
Scandinavian Journal of Statistics, 2018
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/06/10
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Living Slow and Being Moral Life: History Predicts the Dual Process of Other-Centered Reasoning and Judgments Journal article
Human Nature, 2018,Volume: 29,Issue: 2,Page: 186-209
Authors:  Nan Zhu;  Skyler T. Hawk;  Lei Chang
Adobe PDF | Favorite |  | TC[WOS]:12 TC[Scopus]:13 | Submit date:2020/03/06
Altruism  Life History Strategy  Morality  Prosociality  Social Competition  Unpredictability  Dual Process Model Of Morality  Empathy  Life Historytheory