| Estimating spot volatility in the presence of infinite variation jumps Q Liu, Y Liu, Z Liu Stochastic Processes and their Applications 128 (6), 1958-1987, 2018 | 16 | 2018 |
| Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations Q Liu, XT Tong Statistics and Computing 30 (4), 1037-1056, 2020 | 7 | 2020 |
| Jumps at ultra-high frequency: Evidence from the Chinese stock market C Zhang, Z Liu, Q Liu Pacific-Basin Finance Journal 68, 101420, 2021 | 6 | 2021 |
| Estimation of spot volatility with superposed noisy data Q Liu, Y Liu, Z Liu, L Wang The North American Journal of Economics and Finance 44, 62-79, 2018 | 4 | 2018 |
| Edgeworth corrections for spot volatility estimator L He, Q Liu, Z Liu Statistics & Probability Letters 164, 108809, 2020 | 3 | 2020 |
| Statistical inference of spot correlation and spot market beta under infinite variation jumps Q Liu, Z Liu Journal of Financial Econometrics 20 (4), 612-654, 2022 | 2 | 2022 |
| Dimension independent generalization error by stochastic gradient descent X Chen, Q Liu, XT Tong arXiv preprint arXiv:2003.11196, 2020 | 2 | 2020 |
| Determing the integrated volatility via limit order books with multiple records DD Yiqi Liu, Qiang Liu, Zhi Liu Quantitative Finance 17 (11), 1697-1714, 2017 | 2 | 2017 |
| Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise Q Liu, Z Liu, C Zhang Applied Stochastic Models in Business and Industry 38 (3), 441-457, 2022 | 1 | 2022 |
| Dimension independent excess risk by stochastic gradient descent X Chen, Q Liu, XT Tong Electronic Journal of Statistics 16 (2), 4547-4603, 2022 | 1 | 2022 |
| Estimating spot volatility under infinite variation jumps with dependent market microstructure noise Q Liu, Z Liu The Econometrics Journal, utae001, 2024 | | 2024 |
| Correcting spot power variation estimator via Edgeworth expansion L He, Q Liu, Z Liu, A Bucci Metrika, 1-25, 2023 | | 2023 |
Zhi LIUAssociate professor, University of MacauПотвърден имейл адрес: umac.mo
