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Dr Yifan Li

Research Student

  1. 2019
  2. Unpublished

    Renewal Based Volatility Estimation

    Li, Y., Nolte, I. & Nolte, S., 12/01/2019, (Unpublished) SSRN Working Paper.

    Research output: Working paper

  3. 2018
  4. Published

    Point process based high frequency volatility estimation: theory and applications

    Li, Y., 2018, Lancaster University. 246 p.

    Research output: ThesisDoctoral Thesis

  5. 2017
  6. Unpublished

    Mind the Gap: An Early Empirical Analysis of SEC's “Tick Size Pilot Program”

    Hansen, P., Li, Y., Lunde, A. & Patton, A., 2017, (Unpublished).

    Research output: Working paper

  7. 2016
  8. Published
  9. 2015
  10. Published

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