Authors: Jia Li Yunxiao Liu Dacheng Xiu

Citation: Jia Li et al., Efficient estimation of integrated volatility functionals via multiscale jackknife, Annals of statistics , 47(1), 2019, pp. 156-176

Authors: Jia Li Viktor Todorov George Tauchen

Citation: Jia Li et al., VOLATILITY OCCUPATION TIMES, Annals of statistics , 41(4), 2013, pp. 1865-1891