Yingying Li
Author
Alternate names Ying‐Ying Li, Li Ying‐Ying, Li Yingying, Yingying Li
Past institutions University of Hong Kong, Hong Kong University of Science and Technology, Peng Huanwu Center for Fundamental Theory, University of Science and Technology of China, Hefei University +5 more
H-index: 27
I10-index: 46
Works count: 155
Citations count: 2,431
The leverage effect puzzle: Disentangling sources of bias at high frequency
2013 · Yacine Aït‐Sahalia, Jianqing Fan, et al. · Journal of Financial Economics
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
2012 · Jianqing Fan, Yingying Li, et al. · Journal of the American Statistical Association