Die Wan

According to our database, Die Wan authored at least 2 papers between 2017 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

A closed-form quasi-maximum likelihood estimator of bid-ask spread.

Weiyi Liu, Die Wan, Wei Chen

Commun. Stat. Simul. Comput., 2022

2017

Liquidity dynamics around intraday price jumps in Chinese stock market.

Die Wan, Xianhua Wei, Xiaoguang Yang

J. Syst. Sci. Complex., 2017