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| Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Journal of Theoretical Probability, 2022,Volume: 35,Issue: 1,Page: 186-208
Authors: Feng, Xinwei; He, Lidan; Liu, Zhi
  Favorite | | TC[WOS]:0 TC[Scopus]:0 | 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
Journal of Theoretical Probability, 2022,Volume: 35,Page: 186–208
Authors: Feng Xinwei; He Lianda; Liu Zhi
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/07/27 |
| 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 |
| 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 |
| Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
SOFT COMPUTING, 2018,Volume: 23,Issue: 14,Page: 5739-5752
Authors: Li Wang; Zhi Liu; · Xiaochao Xi
Favorite | | TC[WOS]:1 TC[Scopus]:1 | Submit date：2020/06/03
High-frequency Data Laplace Transform Microstructure Noise Pure Jump Processes |
