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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