Följ
Yunxiao Liu
Yunxiao Liu
Twitter
Verifierad e-postadress på twitter.com
Titel
Citeras av
Citeras av
År
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
582014
Efficient estimation of integrated volatility functionals via multiscale jackknife
J Li, Y Liu, D Xiu
The Annals of Statistics 47 (1), 156-176, 2019
292019
Efficient estimation of integrated volatility functionals under general volatility dynamics
J Li, Y Liu
Working paper, 2018
82018
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
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–5