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Estimating spot volatility under infinite variation jumps with dependent market microstructure noise Journal article
Liu, Qiang, Liu, Zhi. Estimating spot volatility under infinite variation jumps with dependent market microstructure noise[J]. Econometrics Journal, 2024, 27(2), 278-298.
Authors:  Liu, Qiang;  Liu, Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.9/4.8 | Submit date：2024/07/04
Dependent Market Microstructure Noise  Empirical Characteristic Function  High-frequency Data  Jump Activity  Jumps  Kernel Smoothing  Pre-averaging  Spot Volatility  
A test for equality of two distributions via integrating characteristic functions Journal article
Liu, Y., Liu, Z., Zhou, W.. A test for equality of two distributions via integrating characteristic functions[J]. Statistica Sinica, 2019, 29(4), 1779-11801.
Authors:  Liu, Y.;  Liu, Z.;  Zhou, W.
Favorite | TC[WOS]:3 TC[Scopus]:4  IF:1.5/1.5 | Submit date：2022/07/27
Characteristic Function  Jackknife Empirical Likelihood  U-statistic  
A test for equality of two distributions via integrating characteristic functions Journal article
Yiming LIU, Zhi LIU, Wang ZHOU. A test for equality of two distributions via integrating characteristic functions[J]. Statistica Sinica, 2019, 29(4), 1779-1801.
Authors:  Yiming LIU;  Zhi LIU;  Wang ZHOU
Favorite | TC[WOS]:3 TC[Scopus]:4  IF:1.5/1.5 | Submit date：2019/06/10
Characteristic Function  Jackknife Empirical Likelihood  U-statistic  
Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions Journal article
Wan, Y., Liu, Z., Deng, M.. Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions[J]. Statistics, 2018, 1379-1394.
Authors:  Wan, Y.;  Liu, Z.;  Deng, M.
Favorite | TC[WOS]:4 TC[Scopus]:4 | Submit date：2022/07/27
Jackknife  Empirical Likelihood  U-statistics  Characteristic Function  
Empirical likelihood test for equality of two distributions using distance of characteristic functions Journal article
Wan,Yi, Liu,Zhi, Deng,Min. Empirical likelihood test for equality of two distributions using distance of characteristic functions[J]. Statistics, 2018, 52(6), 1379-1394.
Authors:  Wan,Yi;  Liu,Zhi;  Deng,Min
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:1.2/1.3 | Submit date：2021/03/11
Characteristic Function  Empirical Likelihood  Jackknife  U-statistics  
Empirical likelihood test for equality of two distributions using distance of characteristic functions Journal article
Wan Y., Liu Z., Deng M.. Empirical likelihood test for equality of two distributions using distance of characteristic functions[J]. Statistics, 2018, 52(6), 1379-1394.
Authors:  Wan Y.;  Liu Z.;  Deng M.
Favorite | TC[WOS]:4 TC[Scopus]:4 | Submit date：2019/02/14
Characteristic Function  Empirical Likelihood  Jackknife  U-statistics  
A test for equality of two distributions via jackknife empirical likelihood and characteristic functions Journal article
Liu Z., Xia X., Zhou W.. A test for equality of two distributions via jackknife empirical likelihood and characteristic functions[J]. Computational Statistics and Data Analysis, 2015, 92, 97-114.
Authors:  Liu Z.;  Xia X.;  Zhou W.
Favorite | TC[WOS]:14 TC[Scopus]:15 | Submit date：2019/02/14
Characteristic Function  Equality Of Distributions  Jackknife Empirical Likelihood  Normal Limit  Two-sample Test  
A test for equality of two distributions via jackknife empirical likelihood and characteristic functions Journal article
Liu,Zhi, Xia,Xiaochao, Zhou,Wang. A test for equality of two distributions via jackknife empirical likelihood and characteristic functions[J]. Computational Statistics and Data Analysis, 2015, 92, 97-114.
Authors:  Liu,Zhi;  Xia,Xiaochao;  Zhou,Wang
Favorite | TC[WOS]:14 TC[Scopus]:15  IF:1.5/1.7 | Submit date：2021/03/11
Characteristic Function  Equality Of Distributions  Jackknife Empirical Likelihood  Normal Limit  Two-sample Test  
Testing for pure-jump processes for high frequency data Journal article
Kong, X.B., Liu, Z., Jing, B.Y.. Testing for pure-jump processes for high frequency data[J]. The Annals of Statistics, 2015, 847-877.
Authors:  Kong, X.B.;  Liu, Z.;  Jing, B.Y.
Favorite | TC[WOS]:39 TC[Scopus]:45  IF:3.2/4.8 | Submit date：2022/07/27
Ito Semimartingale  Pure-jump Process  Integrated Volatility  Realized Characteristic Function.  
Testing for pure-jump processes for high-frequency data Journal article
Kong X.-B., Liu Z., Jing B.-Y.. Testing for pure-jump processes for high-frequency data[J]. Annals of Statistics, 2015, 43(2), 847.
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite | TC[WOS]:39 TC[Scopus]:45 | Submit date：2018/10/30
Integrated Volatility  Itô Semimartingale  Pure-jump Process  Realized Characteristic Function