Zhi Liu

Finance · with Jing · 2012–2015

A researcher in the Science corpus: 4 papers; trusts 28 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Zhi Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ole E. Barndorff-Nielsen
  2. Jean Jacod
  3. Lan Zhang
  4. Mark Podolskij
  5. Yacine Aït-Sahalia
  6. N. Shephard
  7. Peter P. Carr
  8. V. Todorov
  9. Mathias Vetter
  10. Cecilia Mancini

Who trusts Zhi Liu overall

  1. Xinbing Kong

Papers from Zhi Liu's perspective

Ordered by how strongly the researchers Zhi Liu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  3. Testing for Jumps in a Discretely Observed Process
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
  6. Financial Modelling with Jump Processes
  7. Processes of normal inverse Gaussian type
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
  10. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

Their papers