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A combined filtering approach to high-frequency volatility estimation with mixed-type microstructure noises 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019, 卷号: 35, 期号: 3, 页码: 603-623
作者:  Tang, Yinfen;  Zhang, Zhiyuan
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data 期刊论文
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 卷号: 7, 期号: 3
作者:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
收藏  |  浏览/下载：8/0  |  提交时间：2019/08/22
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 2, 页码: 187-222
作者:  Li, Yingying;  Zhang, Zhiyuan;  Li, Yichu
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
ON THE INFERENCE ABOUT THE SPECTRAL DISTRIBUTION OF HIGH-DIMENSIONAL COVARIANCE MATRIX BASED ON HIGH-FREQUENCY NOISY OBSERVATIONS 期刊论文
ANNALS OF STATISTICS, 2018, 卷号: 46, 期号: 2, 页码: 500-525
作者:  Xia, Ningning;  Zheng, Xinghua
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22
市场微观结构噪声、跳跃与波动率估计：方法及其应用 学位论文
2017, 2016
张传海
收藏  |  浏览/下载：5/0  |  提交时间：2017/06/20
Diffusion tensor imaging of spinal microstructure in healthy adults: improved resolution with the readout segmentation of long variable echo-trains 期刊论文
NEURAL REGENERATION RESEARCH, 2017, 卷号: 12, 期号: 12
作者:  Yu, Li-li;  Zhang, Bu-tian;  Li, Meng;  Jiang, Jin-lan;  Yu, Shao-nan
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/05
Tapered photonic crystal fiber for simplified Yb:fiber laser frequency comb with low pulse energy and robust f(ceo) singals 期刊论文
光学快报, 2014
Jiang, Tongxiao; Wang, Aimin; Wang, Guizhong; Zhang, Wei; Niu, Fuzeng; Li, Chen; Zhang, Zhigang
收藏  |  浏览/下载：33/0  |  提交时间：2015/11/13
Tapered photonic crystal fiber for simplified 500MHz Yb: fiber laser frequency comb with no amplifier 其他
2014-01-01
Jiang, Tongxiao; Wang, Guizhong; Wang, Aimin; Zhang, Wei; Niu, Fuzeng; Li, Chen; Zhang, Zhigang
收藏  |  浏览/下载：33/0  |  提交时间：2015/11/13
Disentangling the Effect of Jumps on Systematic Risk Using A New Estimator of Integrated Co-volatility 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=286, 2013
Kent Wang; Junwei Liu; Zhi Liu   
收藏  |  浏览/下载：2/0  |  提交时间：2013/11/08
On Estimating The Integrated Co-volatility Using Noisy High Frequency Data with Jumps 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=235, 2013
Bing-Yi Jing; Cui-Xia Li; Zhi Liu   
收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08

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