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Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise[J]. Soft Computing, 2019.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:3.1/3.2 | Submit date：2019/06/10
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Background Offset Calibration for Comparator Based on Temperature Drift Profile Journal article
Li,Xiaochao, Chan,Chi Hang, Zhang,Qi, Zhu,Yan, Martins,R. P.. Background Offset Calibration for Comparator Based on Temperature Drift Profile[J]. IEEE Transactions on Circuits and Systems II: Express Briefs, 2019, 66(10), 1648-1652.
Authors:  Li,Xiaochao;  Chan,Chi Hang;  Zhang,Qi;  Zhu,Yan;  Martins,R. P.
Favorite | TC[WOS]:4 TC[Scopus]:7  IF:4.0/3.7 | Submit date：2021/03/09
Background Self-calibration  Offset Drift  Preamplifier Comparator  
Realized Laplace Transform of Volatility with Microstructure Noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Realized Laplace Transform of Volatility with Microstructure Noise[J]. Scandinavian Journal of Statistics, 2019.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | Submit date：2019/06/10
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Rate efficient estimation of realized Laplace transform of volatility with microstructure noise[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 46(3), 920-953.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:0.8/1.1 | Submit date：2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Rate efficient estimation of realized Laplace transform of volatility with microstructure noise[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 46(3), 920-953.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:0.8/1.1 | Submit date：2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
Li Wang, Zhi Liu, · Xiaochao Xi. Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise[J]. SOFT COMPUTING, 2018, 23(14), 5739-5752.
Authors:  Li Wang;  Zhi Liu;  · Xiaochao Xi
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:3.1/3.2 | Submit date：2020/06/03
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes