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Bootstrapping Laplace transforms of volatility Journal article
Hounyo, Ulrich, Liu, Zhi, Varneskov, Rasmus T.. Bootstrapping Laplace transforms of volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
Authors:  Hounyo, Ulrich;  Liu, Zhi;  Varneskov, Rasmus T.
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:1.9/2.4 | Submit date：2023/09/25
Bootstrap  C14  C15  Edgeworth Expansions  G1  High-frequency Data  Higher-order Refinements  Itô Semimartingales  Realized Laplace Transform  Spot Measure Inference  
Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Feng, Xinwei, He, Lidan, Liu, Zhi. Large Deviation Principles of Realized Laplace Transform of Volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186-208.
Authors:  Feng, Xinwei;  He, Lidan;  Liu, Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/03/28
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Large deviation principles of realized Laplace transform of volatility Journal article
Feng Xinwei, He Lianda, Liu Zhi. Large deviation principles of realized Laplace transform of volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186–208.
Authors:  Feng Xinwei;  He Lianda;  Liu Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/07/27
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
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  
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  
Laplace transform: a new approach in solving linear quaternion differential equations Journal article
Cai, Zhen-Feng, Kou, Kit Ian. Laplace transform: a new approach in solving linear quaternion differential equations[J]. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2018, 41(11), 4033-4048.
Authors:  Cai, Zhen-Feng;  Kou, Kit Ian
Favorite | TC[WOS]:35 TC[Scopus]:40  IF:2.1/2.0 | Submit date：2018/10/30
Quaternion  Quaternion Differential Equations  Initial Value Problems  Laplace Transform  
Laplace transform: a new approach in solving linear quaternion differential equations Journal article
Cai Z.-F., Kou K.I.. Laplace transform: a new approach in solving linear quaternion differential equations[J]. Mathematical Methods in the Applied Sciences, 2018, 41(11), 4033-4048.
Authors:  Cai Z.-F.;  Kou K.I.
Favorite | TC[WOS]:35 TC[Scopus]:40 | Submit date：2019/02/13
Initial Value Problems  Laplace Transform  Quaternion  Quaternion Differential Equations  
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