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Title
Cited by
Cited by
Year
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
Working paper, 2018
82018
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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Articles 1–5