Details about Lily Y. Liu

Access statistics for papers by Lily Y. Liu.

Last updated 2017-07-05. Update your information in the RePEc Author Service.

Short-id: pli1126

Working Papers

2017

1. Estimating Loss Given Default from CDS under Weak Identification
   Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston

2013

2. Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (16)
   See also Journal Article Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes, Journal of Econometrics, Elsevier (2015) View citations (289) (2015)

Journal Articles

2015

1. Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
   Journal of Econometrics, 2015, 187, (1), 293-311 View citations (289)
   See also Working Paper Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes, Economics Series Working Papers (2013) View citations (16) (2013)