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Junye Li
ORCID
Publication Activity (10 Years)
Years Active: 2012-2013
Publications (10 Years): 0
Top Topics
Non Stationary
Spectral Estimation
Unscented Kalman
Stock Price
Top Venues
Comput. Stat. Data Anal.
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Publications
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Junye Li
An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options.
Comput. Stat. Data Anal.
58 (2013)
Junye Li
,
Carlo Favero
,
Fulvio Ortu
A spectral estimation of tempered stable stochastic volatility models and option pricing.
Comput. Stat. Data Anal.
56 (11) (2012)