Z. Li

Finance · with Linton · 2019

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Z. Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. R. Hansen
  2. Joel Hasbrouck
  3. Jean Jacod
  4. Torben G. Andersen
  5. Ole E. Barndorff-Nielsen
  6. F. Bandi
  7. Lan Zhang
  8. Yacine Aït-Sahalia
  9. Mark Podolskij
  10. Mathieu Rosenbaum

Papers from Z. Li's perspective

Ordered by how strongly the researchers Z. Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. The distribution of realized stock return volatility
  6. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  7. Realized Variance and Market Microstructure Noise
  8. BOOTSTRAPPING REALIZED VOLATILITY
  9. The Distribution of Realized Exchange Rate Volatility
  10. Are Volatility Estimators Robust with Respect to Modeling Assumptions

Their papers