Lily Y. Liu
Finance · 2015
A researcher in the Science corpus: 1 paper; trusts 23 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 42 citations into it; #8,704 of 10,518 by trust here, #5,165 by citations
- Economics and Econometrics — 39 citations into it; #18,864 of 23,481 by trust here, #12,781 by citations
- Statistics and Probability — 8 citations into it
- Management Science and Operations Research — 7 citations into it
Whom Lily Y. Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- P. R. Hansen
- Halbert White
- Ole E. Barndorff-Nielsen
- Torben G. Andersen
- Fulvio Corsi
- Andrew J. Patton
- Daniel Hoechle
- Asger Lunde
- Dimitris Nicolas Politis
- Tim Bollerslev
Who trusts Lily Y. Liu overall
Papers from Lily Y. Liu's perspective
Ordered by how strongly the researchers Lily Y. Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- The distribution of realized stock return volatility
- Consistent Ranking of Volatility Models
- Separating Microstructure Noise from Volatility
- A Reality Check for Data Snooping
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- A Simple Long Memory Model of Realized Volatility
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- Realized kernels in practice: trades and quotes
- Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
- Generalized autoregressive conditional heteroskedasticity