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Faculties & Institutes
Faculty of Scien... [4]
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WONG MAN CHUNG [3]
DAI NINGYI [2]
LIU ZHI [1]
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2021 [1]
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Jumps at ultra-high frequency: Evidence from the Chinese stock market
Journal article
Chuanhai Zhang, Zhi Liu, Qiang Liu. Jumps at ultra-high frequency: Evidence from the Chinese stock market[J]. Pacific Basin Finance Journal, 2021, 68, 101420.
Authors:
Chuanhai Zhang
;
Zhi Liu
;
Qiang Liu
Favorite
|
TC[WOS]:
2
TC[Scopus]:
3
IF:
4.8
/
4.4
|
Submit date:2021/03/11
Jumps
Market Microstructure Noise
Pre-averaging
Truncated Bi-power Variation
Ultra High Frequency Data
On the jump activity index for semimartingales
Journal article
Jing B.-Y., Kong X.-B., Liu Z., Mykland P.. On the jump activity index for semimartingales[J]. Journal of Econometrics, 2012, 166(2), 213-223.
Authors:
Jing B.-Y.
;
Kong X.-B.
;
Liu Z.
;
Mykland P.
Favorite
|
TC[WOS]:
48
TC[Scopus]:
51
|
Submit date:2019/02/14
High Frequency
Jump Activity Index
Power Variation
Semimartingale
Stable Convergence
Power quality study in macao
Conference paper
Tai,Sio Un, Wong,Man Chung, Dong,Ming Chui, Han,Ying Duo. Power quality study in macao[C], 2007, 398-404.
Authors:
Tai,Sio Un
;
Wong,Man Chung
;
Dong,Ming Chui
;
Han,Ying Duo
Favorite
|
TC[Scopus]:
1
|
Submit date:2021/03/09
Frequency
Harmonics
Neutral current
Power factor
Power quality
Voltage imbalance, flicker
Voltage RMS variation
Voltage sag/swell
Power Quality Study in Macao
Conference paper
Sio-Un Tai, Man-Chung Wong, Ming-Chui Dong, Ying-Duo Han. Power Quality Study in Macao[C]:IEEE, 2007, 398-404.
Authors:
Sio-Un Tai
;
Man-Chung Wong
;
Ming-Chui Dong
;
Ying-Duo Han
Favorite
|
TC[WOS]:
0
TC[Scopus]:
1
|
Submit date:2018/12/23
Frequency
Harmonics
Neutral Current
Power Factor
Power Quality
Voltage Imbalance, Flicker
Voltage Rms Variation
Voltage Sag/swell
Theoretical Study of 3 Dimensional Hysteresis PWM Techniques
Conference paper
Man-ChungWong, Ning-Yi Dai, Jing Tang, Ying-Duo Han. Theoretical Study of 3 Dimensional Hysteresis PWM Techniques[C]. China Electrotech Soc; Natl Nat Sci Fdn; IEEE Power Elect Soc; Xian Univ Technol; Xian Power Elect Res Inst; IEEE Ind Applicat Soc; IEEE Beijing Sect, 28 XIANNING ROAD, XIAN 710049, PEOPLES R CHINA:XIAN JIAOTUNG UNIV PRESS, 2004, 1635-1640.
Authors:
Man-ChungWong
;
Ning-Yi Dai
;
Jing Tang
;
Ying-Duo Han
Favorite
|
TC[WOS]:
2
TC[Scopus]:
3
|
Submit date:2018/12/23
3-phase 4-wire System
Dc Voltage Variation
Power Quality Compensator
Pwm
Theoretical study of 3 dimensional hysteresis PWM techniques
Conference paper
Wong,Man Chung, Dai,Ning Yi, Tang,Jing, Han,Ying Duo. Theoretical study of 3 dimensional hysteresis PWM techniques[C], 2004, 1635-1640.
Authors:
Wong,Man Chung
;
Dai,Ning Yi
;
Tang,Jing
;
Han,Ying Duo
Favorite
|
TC[WOS]:
2
TC[Scopus]:
3
|
Submit date:2021/03/09
3-phase 4-wire System
Dc Voltage Variation
Power Quality Compensator
Pwm