Guangying Liu

发表

A Simple Two-Sample Bayesian t-Test for Hypothesis Testing

Min Wang, Guangying Liu, 2015, 1509.02568.

Testing for jumps based on high-frequency data: a method exploiting microstructure noise

Guangying Liu, Jing Xiang, Yuquan Cang, 2020 .

On Estimation of Hurst Parameter Under Noisy Observations

Bing-Yi Jing, Guangying Liu, 2018 .

Central limit theorems for power variation of Gaussian integral processes with jumps

Xinsheng Zhang, Guangying Liu, Jiashan Tang, 2014 .

Testing the volatility jumps based on the high frequency data

Guangying Liu, Jinguan Lin, Mei-Chi Liu, 2021, Journal of Time Series Analysis.

Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors

Shuaimin Kang, Min Wang, Guangying Liu, 2017, Computational Economics.

Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data

Xinbing Kong, Guangying Liu, Jinguan Lin, 2020, Random Matrices: Theory and Applications.

Testing long memory based on a discretely observed process

Shibin Zhang, Guangying Liu, Xin-sheng Zhang, 2016, Applied Mathematics-A Journal of Chinese Universities.

Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors

Min Wang, Shuaimin Kang, Guangying Liu, 2018 .

Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data

Xinbing Kong, Guangying Liu, Cheng Liu, 2023 .

Volatility of Volatility: Estimation and Tests Based on Noisy High Frequency Data with Jumps

Yingying Li, Guangying Liu, Zhiyuan Zhang, 2021 .

Testing long memory based on a discretely observed process

Xinsheng Zhang, Shibin Zhang, Guangying Liu, 2016 .