Qiang Liu

Qiang Liu

Shanghai University of Finance & Economics - Shanghai / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5235230
上海财经大学
person_outline Qiang Liu's MOST POPULAR ARTICLES
1-) Estimating spot volatility in the presence of infinite variation jumpsQ Liu, Y Liu, Z LiuStochastic Processes and their Applications 128 (6), 1958-1987, 2018162018
2-) Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equationsQ Liu, XT TongStatistics and Computing 30 (4), 1037-1056, 202072020
3-) Jumps at ultra-high frequency: Evidence from the Chinese stock marketC Zhang, Z Liu, Q LiuPacific-Basin Finance Journal 68, 101420, 202152021
4-) Estimation of spot volatility with superposed noisy dataQ Liu, Y Liu, Z Liu, L WangThe North American Journal of Economics and Finance 44, 62-79, 201842018
5-) Statistical inference of spot correlation and spot market beta under infinite variation jumpsQ Liu, Z LiuJournal of Financial Econometrics 20 (4), 612-654, 202232022