Narrow search
Showing 1 - 3 of 3
Cover Image
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying; Xie, Shangyu; Zheng, Xinghua - In: Journal of econometrics 195 (2016) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Cover Image
Volatility measurement with pockets of extreme return persistence
Andersen, Torben; Li, Yingying; Todorov, Viktor; Zhou, Bo - In: Journal of econometrics 237 (2023) 2,3, pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Cover Image
Mining the factor zoo : estimation of latent factor models with sufficient proxies
Wan, Runzhe; Li, Yingying; Lu, Wenbin; Song, Rui - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074454