Yuyi Li

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing for structural instability in moment restriction models: an info-metric approach
Econometric Reviews
2022-05-31Paper
A multifactor transformed diffusion model with applications to VIX and VIX futures
Econometric Reviews
2022-03-04Paper


Research outcomes over time


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