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Yifan Li

University of Manchester

8H指数
57论文数
414被引数
收录论文 8
发表时间
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Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures基于K线图的现货波动率最优估计：新方法与可行的推断程序
errJournal of Financial Econometrics
IF2.2
err2026-01-01
err0
PREAI
errBollerslev, Tim; Li, Jia; Li, Qiyuan; Li, Yifan
err分享
err收藏
Testing for jumps in a discretely observed price process with endogenous sampling times对离散观测价格过程及其内生采样时间中的跳跃进行检验
errJournal of Econometrics
IF4
err2025-11-18
err0
errOAAI
errQiyuan Li; Yifan Li; Ingmar Nolte; Sandra Nolte; Shifan Yu
err分享
err收藏
Realized candlestick wicks已实现的蜡烛图影线
errJournal of Econometrics
IF4
err2025-05-27
err0
errOAAI
errYifan Li; Ingmar Nolte; Sandra Nolte; Shifan Yu
err分享
err收藏
Parametric risk-neutral density estimation via finite mixtures ☆
errJOURNAL OF ECONOMETRICS
IF4
err2024-04-01
err1
errOAAI
errLi, Yifan; Nolte, Ingmar; Pham, Manh Cuong
err分享
err收藏
Weighted Least Squares Realized Covariation Estimation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2022-04-01
err2
errOAAI
errLi, Yifan; Nolte, Ingmar; Vasios, Michalis; Voev, Valeri; Xu, Qi
err分享
err收藏
Motivations for selecting cross-border e-commerce as a foreign market entry mode
errINDUSTRIAL MARKETING MANAGEMENT
IF7.5
err2020-08-01
err79
errOAAI
errQi, Xiaoguang; Chan, Jin Hooi; Hu, Junyan; Li, Yifan
err分享
err收藏
Opportunity knocks but once: delayed disclosure of financial items in earnings announcements and neglect of earnings news机会敲响但一次: 在收益公告中延迟披露财务项目并忽略收益新闻
errREVIEW OF ACCOUNTING STUDIES
IF5.8
err2020-01-10
err7
PREAI
errLi, Yifan; Nekrasov, Alexander; Teoh, Siew Hong
err分享
err收藏
Key performance indicators as supplements to earnings: Incremental informativeness, demand factors, measurement issues, and properties of their forecasts
errREVIEW OF ACCOUNTING STUDIES
IF5.8
err2019-08-25
err15
PREAI
errGivoly, Dan; Li, Yifan; Lourie, Ben; Nekrasov, Alexander
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
T
Tim Bollerslev
H 指数: 76 · 论文数: 173
S
Siew Hong Teoh
H 指数: 51 · 论文数: 161
Q
Qiyuan Li
H 指数: 30 · 论文数: 157
D
Dan Givoly
H 指数: 25 · 论文数: 63
J
Jia Li
H 指数: 18 · 论文数: 82
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