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~person:"Liu, Zhi"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"Marktmikrostrukturtheorie"
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Market microstructure
6
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6
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5
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5
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4
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Liu, Zhi
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Hautsch, Nikolaus
8
Li, Yingying
8
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8
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8
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8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
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6
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Finance and stochastics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
6
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1
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
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
3
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:
4
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
5
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
6
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
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