Skip to contents

  1. Ait-Sahalia, Yacine [Author] ; Fan, Jianqing [Other]; Li, Yingying [Other] National Bureau of Economic Research

    The Leverage Effect Puzzle : Disentangling Sources of Bias at High Frequency

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge, Mass: National Bureau of Economic Research, November 2011

    Published in: NBER working paper series ; no. w17592

  2. Li, Yingying [Editor]; Li, Lu [Editor]; Schaa, Volker RW [Editor] ; ICFA Advanced Beam Dynamics Workshop 62. 2018 Hongkong, International Committee for Future Accelerators, JACoW

    The 62nd ICFA Advanced Beam Dynamics Workshop on High Luminosity Circular e+e- Colliders (eeFACT2018) : 24-27 Sep. 2018

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Geneva: CERN, JACoW Publishing, Feb 2019

  3. Jacod, Jean [Author] ; Li, Yingying [Other]; Mykland, Per A. [Other]; Podolskij, Mark [Other]; Vetter, Mathias [Other]

    Microstructure Noise in the Continuous Case : The Pre-Averaging Approach - JLMPV-9

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2010]

    Published in: CREATES Research Paper 2007-43