Obserwuj
Yunxiao Liu
Yunxiao Liu
Twitter
Zweryfikowany adres z twitter.com
Tytuł
Cytowane przez
Cytowane przez
Rok
Notes on discrete compound Poisson model with applications to risk theory
H Zhang, Y Liu, B Li
Insurance: Mathematics and Economics 59, 325-336, 2014
632014
Efficient estimation of integrated volatility functionals via multiscale jackknife
J Li, Y Liu, D Xiu
The Annals of Statistics 47 (1), 156-176, 2019
332019
Efficient estimation of integrated volatility functionals under general volatility dynamics
J Li, Y Liu
Econometric Theory 37 (4), 664-707, 2021
102021
Supplement to “Efficient estimation of integrated volatility functionals via multiscale jackknife.”
J Li, Y Liu, D Xiu
DOI, 2019
12019
Semiparametric inference for integrated volatility functionals using high-frequency financial data
Y Liu
The University of North Carolina at Chapel Hill, 2017
12017
Nie można teraz wykonać tej operacji. Spróbuj ponownie później.
Prace 1–5