Yi Xue

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yi Xue trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Michael Johannes
  3. Torben G. Andersen
  4. P. R. Hansen
  5. Mark Podolskij
  6. N. Shephard
  7. Suzanne S. Lee
  8. Jean Jacod
  9. George J. Jiang
  10. Per Aslak Mykland

Papers from Yi Xue's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  3. Separating Microstructure Noise from Volatility
  4. Realized Variance and Market Microstructure Noise
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. Testing for Jumps in a Discretely Observed Process
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers