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Yunxiao Liu
Yunxiao Liu
在 twitter.com 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
Econometric Theory 37 (4), 664-707, 2021
9*2021
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
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