Guangying Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A straight-stencil paradigm for linear-stream preservation on curvilinear grids and its straight-metric finite difference scheme European Journal of Mechanics. B. Fluids	2026-09-22	Paper
Relocated computational nodes for finite difference on unstructured grids European Journal of Mechanics. B. Fluids	2026-08-11	Paper
Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility Journal of Time Series Analysis	2024-11-20	Paper
On Estimation of Hurst Parameter Under Noisy Observations Journal of Business and Economic Statistics	2024-10-23	Paper
Testing the volatility jumps based on the high frequency data Journal of Time Series Analysis	2023-08-22	Paper
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data Journal of the American Statistical Association	2023-07-04	Paper
Volatility of volatility: estimation and tests based on noisy high frequency data with jumps Journal of Econometrics	2022-07-15	Paper
带跳的分数维Brown 运动幂变差的渐近行为 SCIENTIA SINICA Mathematica	2021-12-17	Paper
Testing for jumps based on high-frequency data: a method exploiting microstructure noise Quantitative Finance	2021-09-03	Paper
Trading-flow assisted estimation of the jump activity index Science China. Mathematics	2021-05-05	Paper
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data Random Matrices: Theory and Applications	2021-01-12	Paper
Testing long memory based on a discretely observed process Applied Mathematics. Series B (English Edition)	2017-07-14	Paper
Asymptotic properties for power variations of fractional integral processes with jumps	2015-06-29	Paper
Central limit theorems for power variation of Gaussian integral processes with jumps Science China. Mathematics	2014-12-02	Paper
Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps Journal of Statistical Planning and Inference	2014-01-20	Paper
Asymptotic properties for power variation of Gaussian integral processes with jumps	2013-01-24	Paper
Power variation of fractional integral processes with jumps Statistics & Probability Letters	2011-07-26	Paper
Capped stock loans Computers & Mathematics with Applications	2010-10-23	Paper
scientific article; zbMATH DE number 5524208 (Why is no real title available?)	2009-03-06	Paper

Research outcomes over time

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