Items where authors include "Li, Yuning"

Article

Li, Yuning, Li, Degui orcid.org/0000-0001-6802-308X and Fryzlewicz, Piotr (2023) Detection of Multiple Structural Breaks in Large Covariance Matrices. Journal of Business and Economic Statistics. pp. 846-861. ISSN 0735-0015

Li, Yuning, Chen, Jia orcid.org/0000-0002-2791-2486 and Linton, Oliver (2022) Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. Journal of Econometrics. ISSN 0304-4076 (In Press)