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CRYSTAL GROWTH, CHARACTERIZATION AND NEUTRON SCATTERING STUDIES OF FRUSTRATED SRRE2O4 (RE = RARE EARTH) COMPOUNDS Thesis
University of Macau: University of Macau, 2022
Authors:  Si Wu;  Li HF(李海峰)
Adobe PDF | Favorite |  | Submit date:2022/08/15
Experimental Investigation of Heat Transfer and Pressure Drop Characteristics for Vertical Downflow using Traditional and 3D-printed Mini tubes Conference paper
Xi an, China, 2022.07.27-2022.07.31
Authors:  J.H. Chen;  L.M. Tam;  A.J. Ghajar
Adobe PDF | Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/08/30
Heat Transfer  Pressure Drop  3d Printed Mini Tube  
Heteroscedasticity test of high-frequency data with jumps and market microstructure noise Journal article
Applied Stochastic Models in Business and Industry, 2022
Authors:  Liu, Qiang;  Liu, Zhi;  Zhang, Chuanhai
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/05/17
Jumps at ultra-high frequency: Evidence from the Chinese stock market Journal article
Pacific Basin Finance Journal, 2021,Volume: 68,Issue: 101420
Authors:  Zhang,Chuanhai;  Liu,Zhi;  Liu,Qiang
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/11
Jumps  Market Microstructure Noise  Pre-averaging  Truncated Bi-power Variation  Ultra High Frequency Data  
Asymptotic properties of the realized skewness and related statistics Journal article
Annals of the Institute of Statistical Mathematics, 2019
Authors:  Yuta Koike;  Zhi Liu
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/06/10
High-frequency Data  Realized Skewness  Stochastic Sampling  Itô Semimartingale  Jumps  Microstructure Noise  
Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise Journal article
Soft Computing, 2019
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/06/10
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
A rank test for the number of factors with high-frequency data Journal article
Journal of Econometrics, 2019,Volume: 211,Issue: 2,Page: 439-460
Authors:  Kong,Xin Bing;  Liu,Zhi;  Zhou,Wang
Favorite |  | TC[WOS]:3 TC[Scopus]:4 | Submit date:2021/03/11
Continuous-time Factor Model  High-dimensional Itô Process  Idiosyncratic Process  
Realized Laplace Transform of Volatility with Microstructure Noise Journal article
Scandinavian Journal of Statistics, 2019
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | 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
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/05/22
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
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging