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Citations per year
Duplicate citations
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Since 2019
Citations
98
78
h-index
3
3
i10-index
2
2
0
18
9
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
1
4
3
11
16
18
8
13
15
8
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2 articles
1 article
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Co-authors
Dacheng Xiu (修大成)
University of Chicago Booth School of Business
Verified email at chicagobooth.edu
Huiming Zhang
Professor (Associate) at Beihang University (BUAA)
Verified email at buaa.edu.cn
Jia Li
Lee Kong Chian Professor of Economics, Singapore Management University
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Yunxiao Liu
Twitter
Verified email at twitter.com
High-frequency financial econometrics
statistics
Articles
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Cited by
Cited by
Year
Notes on discrete compound Poisson model with applications to risk theory
H Zhang, Y Liu, B Li
Insurance: Mathematics and Economics 59, 325-336
, 2014
58
2014
Efficient estimation of integrated volatility functionals via multiscale jackknife
J Li, Y Liu, D Xiu
The Annals of Statistics 47 (1), 156-176
, 2019
29
2019
Efficient estimation of integrated volatility functionals under general volatility dynamics
J Li, Y Liu
Econometric Theory 37 (4), 664-707
, 2021
9
*
2021
Supplement to “Efficient estimation of integrated volatility functionals via multiscale jackknife.”
J Li, Y Liu, D Xiu
DOI
, 2019
1
2019
Semiparametric inference for integrated volatility functionals using high-frequency financial data
Y Liu
The University of North Carolina at Chapel Hill
, 2017
1
2017
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