Z. Merrick 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!
| Publication | Date of Publication | Type |
|---|---|---|
| Robust estimation of integrated and spot volatility Journal of Econometrics | 2026-02-24 | Paper |
| Multi-horizon test for market frictions Journal of Econometrics | 2026-02-18 | Paper |
| A ReMeDI for microstructure noise Econometrica | 2022-07-11 | Paper |
| Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics | 2020-05-21 | Paper |
Research outcomes over time
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