Zhi Liu

City University of Macau - Macao / Macao

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 438390

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Zhi Liu's MOST POPULAR ARTICLES

1-) On the jump activity index for semimartingalesBY Jing, XB Kong, Z Liu, P MyklandJournal of Econometrics 166 (2), 213-223, 2012782012

2-) Modeling high-frequency financial data by pure jump processesBY Jing, XB Kong, Z LiuThe Annals of Statistics 40 (2), 759-784, 2012632012

3-) WaVPeak: picking NMR peaks through wavelet-based smoothing and volume-based filteringZ Liu, A Abbas, BY Jing, X GaoBioinformatics 28 (7), 914-920, 2012632012

4-) On the estimation of integrated volatility with jumps and microstructure noiseBY Jing, Z Liu, XB KongJournal of Business & Economic Statistics 32 (3), 457-467, 2014592014

5-) Testing for pure-jump processes for high-frequency dataXB Kong, Z Liu, BY Jing572015

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