Die Wan

Publication Activity (10 Years)

Years Active: 2017-2022
Publications (10 Years): 2

Top Topics

Maximum Likelihood Estimator

Top Venues

J. Syst. Sci. Complex.

Commun. Stat. Simul. Comput.

Publications

Weiyi Liu, Die Wan, Wei Chen
A closed-form quasi-maximum likelihood estimator of bid-ask spread. Commun. Stat. Simul. Comput. 51 (3) (2022)
Die Wan, Xianhua Wei, Xiaoguang Yang
Liquidity dynamics around intraday price jumps in Chinese stock market. J. Syst. Sci. Complex. 30 (2) (2017)