Junye Li

Orcid: 0000-0001-8489-3958

Affiliations:

According to our database¹, Junye Li authored at least 3 papers between 2012 and 2025.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2025

Estimating and Testing Long-Run Risk Models: International Evidence.

[BibT_eX]

[DOI]

Manag. Sci., 2025

2013

An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2013

2012

A spectral estimation of tempered stable stochastic volatility models and option pricing.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2012