Concepedia

Junye Li

JL

19

Publications

623

Citations

14

H-Index

2010

Active since

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

Fudan University

Capital University of Economics and Business

Junye Li is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, finance, and financial economics.

Top concepts

BusinessFinanceFinancial EconomicsAsset PricingEconomicsStatisticsEngineeringVolatility ModelingOption PricingManagement

Publications per year

2010–2021

19

Publications

19

Self-Exciting Jumps, Learning, and Asset Pricing Implications

András Fülöp, Junye Li, Jun Yu · Review of Financial Studies · 2014 · 98 citations · Full text

Empirical Finance, Economics, Volatility Modeling +15

Efficient learning via simulation: A marginalized resample-move approach

András Fülöp, Junye Li · Journal of Econometrics · 2013 · 68 citations

Engineering, Marginalized Resample-move Approach, Machine Learning +4

On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK

Junye Li, Gabriele Zinna · SSRN Electronic Journal · 2014 · 66 citations · Full text

The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability

Junye Li, Gabriele Zinna · Journal of Business and Economic Statistics · 2016 · 58 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk Management +19

On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK

Junye Li, Gabriele Zinna · SSRN Electronic Journal · 2013 · 52 citations · Full text

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