Chenxu Li

Finance · 2013–2020

A researcher in the Science corpus: 2 papers; trusts 26 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 54 citations into it; #10,140 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 19 citations into it
• Statistics and Probability — 10 citations into it; #12,531 of 12,932 by trust here, #12,603 by citations
• Demography — 5 citations into it

Whom Chenxu Li trusts overall

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

1. Yacine Aït-Sahalia
2. Alexandros Beskos
3. Taye Samuel Faniran
4. Gareth O. Roberts
5. Qiang Dai
6. Michael W. Brandt
7. Garland B. Durham
8. Osnat Stramer
9. Masayuki Uchida
10. Omiros Papaspiliopoulos

Who trusts Chenxu Li overall

1. D. Xiu

Papers from Chenxu Li's perspective

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

1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
2. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
3. Closed-Form Likelihood Expansions for Multivariate Diffusions
4. Specification Analysis of Affine Term Structure Models
5. Likelihood INference for Discretely Observed Non-linear Diffusions
6. MCMC Analysis of Diffusion Models With Application to Finance
7. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. The Pricing of Options and Corporate Liabilities

Their papers

• Implied Stochastic Volatility Models (2020) — 48 citations
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (2013) — 79 citations