Preprint

Financial Econometrics

1. Liu, Q., Liu, Z. and Zhang C. “Heteroscedasticity test based on high frequency data with jumps and microstructure noise”, arXiv:2010.07659.

Statistical Machine Learning

1. Chen, X., Liu, Q., and Tong X. “Dimension Independent Generalization Error by Stochastic Gradient Descent”, arXiv:2003.11196.