The following pages link to Guangying Liu (Q389249):
Displayed 15 items.
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- Capped stock loans (Q710965) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- (Q3609259) (← links)
- (Q4901568) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- 带跳的分数维Brown 运动幂变差的渐近行为 (Q5017621) (← links)
- (Q5257639) (← links)
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)