Junye Li

According to our database, Junye Li authored at least 2 papers between 2012 and 2013.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2013

An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options.

Junye Li

Comput. Stat. Data Anal., 2013

2012

A spectral estimation of tempered stable stochastic volatility models and option pricing.

Junye Li, Carlo Favero, Fulvio Ortu

Comput. Stat. Data Anal., 2012