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~person:"Liu, Zhi"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Noise Trading
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Liu, Zhi
Hautsch, Nikolaus
7
Meddahi, Nour
7
Gonçalves, Sílvia
6
Hounyo, Ulrich
6
Lorenzoni, Guido
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Pavan, Alessandro
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Veredas, David
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Caporale, Guglielmo Maria
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Cartea, Álvaro
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Karyampas, Dimitrios
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Yu, Jialin
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Angeletos, Marios
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Boudoukh, Jacob
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Chirinko, Robert S.
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Foad, Hisham
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Foucault, Thierry
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Gil-Alaña, Luis A.
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Lux, Thomas
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Richardson, Matthew
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Shen, YuQing
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Chiu, Hsin-Hui
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Diebold, Francis X.
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El Ouadghiri, Imane
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Jacod, Jean
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Journal of econometrics
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Pacific-Basin finance journal
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Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
3
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
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