UM

Browse/Search Results:  1-5 of 5 Help

Selected(0)Clear Items/Page:    Sort:
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]:0 | 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:2020/05/22
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:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
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  
A 1.1 μW CMOS smart temperature sensor with an inaccuracy of ±0.2 °C (3σ) for clinical temperature monitoring Journal article
IEEE Sensors Journal, 2016,Volume: 16,Issue: 8,Page: 2272-2281
Authors:  Man-Kay Law;  Sanfeng Lu;  Tao Wu;  Amine Bermak;  Pui-In Mak;  Rui P. Martins
Favorite |  | TC[WOS]:14 TC[Scopus]:20 | Submit date:2019/02/11
Smart Temperature Sensor  Ultra-low Power  High Accuracy  Incremental Analog-to-digital Converter (I-adc),  Multi-ratio Pre-gain  Block-based Data Weighted Averaging (Bdwa)