Guangying Liu

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Person:389249

Available identifiers

zbMath Open liu.guangyingMaRDI QIDQ389249

List of research outcomes





PublicationDate of PublicationType
Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility2024-11-20Paper
On Estimation of Hurst Parameter Under Noisy Observations2024-10-23Paper
Testing the volatility jumps based on the high frequency data2023-08-22Paper
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data2023-07-04Paper
Volatility of volatility: estimation and tests based on noisy high frequency data with jumps2022-07-15Paper
带跳的分数维Brown 运动幂变差的渐近行为2021-12-17Paper
Testing for jumps based on high-frequency data: a method exploiting microstructure noise2021-09-03Paper
Trading-flow assisted estimation of the jump activity index2021-05-05Paper
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data2021-01-12Paper
Testing long memory based on a discretely observed process2017-07-14Paper
https://portal.mardi4nfdi.de/entity/Q52576392015-06-29Paper
Central limit theorems for power variation of Gaussian integral processes with jumps2014-12-02Paper
Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps2014-01-20Paper
Asymptotic properties for power variation of Gaussian integral processes with jumps2013-01-24Paper
Power variation of fractional integral processes with jumps2011-07-26Paper
Capped stock loans2010-10-23Paper
https://portal.mardi4nfdi.de/entity/Q36092592009-03-06Paper

Research outcomes over time

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