Jia Li
Finance · with Aït-Sahalia · 2012–2017
A researcher in the Science corpus: 3 papers; trusts 30 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 44 citations into it; #6,895 of 10,518 by trust here, #7,575 by citations
- Economics and Econometrics — 24 citations into it; #15,001 of 23,481 by trust here, #20,008 by citations
- Statistics and Probability — 17 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Jia Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jean Jacod
- Ole E. Barndorff-Nielsen
- Cecilia Mancini
- Per Aslak Mykland
- Dennis Kristensen
- N. Shephard
- Emmanuel Gobet
- Yacine Aït-Sahalia
- V. Todorov
- D. Xiu
Who trusts Jia Li overall
Papers from Jia Li's perspective
Ordered by how strongly the researchers Jia Li trusts endorse each paper. Same corpus, a different order for every researcher.
- ANOVA for diffusions and Itô processes
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- Testing for Jumps in a Discretely Observed Process
- Are Volatility Estimators Robust with Respect to Modeling Assumptions
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
- Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
- Separating Microstructure Noise from Volatility
- Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
Their papers
- Generalized Method of Integrated Moments for High‐Frequency Data (2016) — 69 citations
- Adaptive estimation of continuous-time regression models using high-frequency data (2017) — 60 citations
- Testing for jumps in noisy high frequency data (2012) — 129 citations