A spectral estimation of tempered stable stochastic volatility models and option pricing. - Junye Li 001; Carlo Favero; Fulvio Ortu (Comput. Stat. Data Anal., 2012)

An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options. - Junye Li 001 (Comput. Stat. Data Anal., 2013)

Estimating and Testing Long-Run Risk Models: International Evidence. - Andras Fulop; Junye Li 001; Hening Liu; Cheng Yan (Manag. Sci., 2025)