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Bipower variation with jumps and correlated returns
Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
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Trading mechanisms and market quality : limit-order books versus dealership markets
Xing, Xiaochuan; Xue, Yi - In: Economics letters 154 (2017), pp. 35-44
Persistent link: https://www.econbiz.de/10011810715
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Is it Brownian or fractional Brownian motion?
Li, Meiyu; Gençay, Ramazan; Xue, Yi - In: Economics letters 145 (2016), pp. 52-55
Persistent link: https://www.econbiz.de/10011618176
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Bid coordination in split-award procurement : the buyer need not know anything
Bag, Parimal Kanti; Li, Jianpei - In: Economics letters 124 (2014) 1, pp. 143-146
Persistent link: https://www.econbiz.de/10010490540