Junye Li

Available identifiers

zbMath Open li.junyeMaRDI QIDQ1740277

List of research outcomes

Publication	Date of Publication	Type
Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models	2025-01-20	Paper
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability	2024-10-23	Paper
Risks and risk premia in the US Treasury market	2024-06-17	Paper
Real-time Bayesian learning and bond return predictability	2022-07-15	Paper
Bayesian estimation of long-run risk models using sequential Monte Carlo	2022-03-16	Paper
Bayesian estimation of dynamic asset pricing models with informative observations	2019-04-30	Paper
An unscented Kalman smoother for volatility extraction: evidence from stock prices and options	2017-06-30	Paper
Efficient learning via simulation: a marginalized resample-move approach	2014-04-03	Paper
A spectral estimation of tempered stable stochastic volatility models and option pricing	2012-12-30	Paper

Research outcomes over time

This page was built for person: Junye Li