Concepedia

Yichu Li

YL

2

Publications

34

Citations

2

H-Index

2017

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

Shanghai University of Finance and Economics

Yichu Li is an author at Hong Kong University of Science and Technology specializing in multivariate stochastic volatility, volatility modeling, and asset pricing.

Top concepts

Publications per year

2017–2017

2

Publications

2

A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise

Yingying Li, Zhiyuan Zhang, Yichu Li · Journal of Econometrics · 2017 · 24 citations · Full text

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A Unified Approach to Volatility Estimation in the Presence of Both Rounding and Random Market Microstructure Noise

Yingying Li, Zhiyuan Zhang, Yichu Li · SSRN Electronic Journal · 2017 · 10 citations · Full text

, , +11

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