Guangying Liu

Available identifiers

Publication	Date of Publication	Type
Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility	2024-11-20	Paper
On Estimation of Hurst Parameter Under Noisy Observations	2024-10-23	Paper
Testing the volatility jumps based on the high frequency data	2023-08-22	Paper
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data	2023-07-04	Paper
Volatility of volatility: estimation and tests based on noisy high frequency data with jumps	2022-07-15	Paper
带跳的分数维Brown 运动幂变差的渐近行为	2021-12-17	Paper
Testing for jumps based on high-frequency data: a method exploiting microstructure noise	2021-09-03	Paper
Trading-flow assisted estimation of the jump activity index	2021-05-05	Paper
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data	2021-01-12	Paper
Testing long memory based on a discretely observed process	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q5257639	2015-06-29	Paper
Central limit theorems for power variation of Gaussian integral processes with jumps	2014-12-02	Paper
Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps	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	2011-07-26	Paper
Capped stock loans	2010-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q3609259	2009-03-06	Paper

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