Items where Author is "Li, Qiyuan"
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Li, Qiyuan and Li, Yifan and Nolte, Ingmar and Nolte, Sandra and Yu, Shifan (2025) Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times. Journal of Econometrics: 106132. ISSN 0304-4076 (In Press)