Yunxiao Liu

University of North Carolina (UNC) at Chapel Hill

102 Ridge Road

Chapel Hill, NC NC 27514

United States

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Scholarly Papers (1)

1.

Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife

Chicago Booth Research Paper No. 17-05
Number of pages: 31 Posted: 28 Mar 2017 Last Revised: 18 Apr 2018
Jia Li, Yunxiao Liu and Dacheng Xiu
Duke University, University of North Carolina (UNC) at Chapel Hill and University of Chicago - Booth School of Business
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Abstract:

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