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Dr Shifan Yu

Honorary Researcher

  1. 2024
  2. Published

    Statistical Inference with High-Frequency Financial Data: New Perspectives from Alternative Observation Schemes

    Yu, S., 26/07/2024, Lancaster University. 182 p.

    Research output: ThesisDoctoral Thesis

  3. 2025
  4. E-pub ahead of print

    Realized candlestick wicks

    Li, Y., Nolte, I., Nolte, S. & Yu, S., 31/07/2025, In: Journal of Econometrics. 250, 106014.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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