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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  
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  
Realized Laplace Transform of Volatility with Microstructure Noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Realized Laplace Transform of Volatility with Microstructure Noise[J]. Scandinavian Journal of Statistics, 2019.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | Submit date：2019/06/10
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Rate efficient estimation of realized Laplace transform of volatility with microstructure noise[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 46(3), 920-953.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:0.8/1.1 | Submit date：2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Rate efficient estimation of realized Laplace transform of volatility with microstructure noise[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 46(3), 920-953.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:0.8/1.1 | Submit date：2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
A 1.1 μW CMOS smart temperature sensor with an inaccuracy of ±0.2 °C (3σ) for clinical temperature monitoring Journal article
Man-Kay Law, Sanfeng Lu, Tao Wu, Amine Bermak, Pui-In Mak, Rui P. Martins. A 1.1 μW CMOS smart temperature sensor with an inaccuracy of ±0.2 °C (3σ) for clinical temperature monitoring[J]. IEEE Sensors Journal, 2016, 16(8), 2272-2281.
Authors:  Man-Kay Law;  Sanfeng Lu;  Tao Wu;  Amine Bermak;  Pui-In Mak; et al.
Favorite | TC[WOS]:32 TC[Scopus]:43 | Submit date：2019/02/11
Smart Temperature Sensor  Ultra-low Power  High Accuracy  Incremental Analog-to-digital Converter (I-adc),  Multi-ratio Pre-gain  Block-based Data Weighted Averaging (Bdwa)  
A 1.1 µW CMOS Smart Temperature Sensor with an Inaccuracy of ±0.2oC (3σ) for Clinical Temperature Monitoring Journal article
Law, M. K., Lu, S., Wu, T., Bermak, A., Mak, P. I., Martins, R. P.. A 1.1 µW CMOS Smart Temperature Sensor with an Inaccuracy of ±0.2oC (3σ) for Clinical Temperature Monitoring[J]. IEEE Sensors Journal, 2016, 2272-2281.
Authors:  Law, M. K.;  Lu, S.;  Wu, T.;  Bermak, A.;  Mak, P. I.; et al.
Favorite |   IF:4.3/4.2 | Submit date：2022/01/24
Smart temperature sensor  ultra-low power  high accuracy  incremental analog-to-digital converter (I-ADC)  multi-ratio pre-gain  block-based data weighted averaging (BDWA)